statsmodels.tsa.statespace.structural.UnobservedComponentsResults.level

attribute

UnobservedComponentsResults.level

Estimates of unobserved level component

Returns:

out: Bunch

Has the following attributes:

  • filtered: a time series array with the filtered estimate of
    the component
  • filtered_cov: a time series array with the filtered estimate of
    the variance/covariance of the component
  • smoothed: a time series array with the smoothed estimate of
    the component
  • smoothed_cov: a time series array with the smoothed estimate of
    the variance/covariance of the component
  • offset: an integer giving the offset in the state vector where
    this component begins