UnobservedComponentsResult._params#

UnobservedComponentsResult._params[source]#

The parameter record, rebuilt for the system builder.

The record is not stored; it is re-assembled from the public fields each time a system matrix is needed, so the public fields are the single source of truth.

Returns:

The structural parameter record.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> y = np.cumsum(0.2 * rng.standard_normal(200)) + rng.standard_normal(200)
>>> res = UnobservedComponents(y, trend="level").fit()
>>> res._params.sigma2_level == res.sigma2_level, res._params.cycle_rho
(True, None)