statsmodels.tsa.seasonal.DecomposeResult

class statsmodels.tsa.seasonal.DecomposeResult(observed, seasonal, trend, resid, weights=None)[source]

Results class for seasonal decompositions

Parameters:
  • observed (array_like) – The data series that has been decomposed.

  • seasonal (array_like) – The seasonal component of the data series.

  • trend (array_like) – The trend component of the data series.

  • resid (array_like) – The residual component of the data series.

  • weights (array_like, optional) – The weights used to reduce outlier influence.

Methods

plot([observed, seasonal, trend, resid, weights])

Plot estimated components

Properties

nobs

Number of observations

observed

Observed data

resid

The estimated residuals

seasonal

The estimated seasonal component

trend

The estimated trend component

weights

The weights used in the robust estimation