ssfortran.Seasonal

class ssfortran.Seasonal(period, form='dummy', cov='diagonal', at_observations=False)

Seasonal component of a given period (DK §3.2.2).

Parameters:

periodint

Number of periods per cycle, e.g. 12 for monthly data.

form{“dummy”, “trig”, “harrison-stevens”}

Dummy (s - 1 states), trigonometric (s - 1 states, all harmonics with one variance) or Harrison-Stevens (s states).

cov{“diagonal”, “full”, None}

Form of the disturbance variance; None for a fixed seasonal.

at_observationsbool

Act on the observations rather than the signals.