smooth.ES.coef

property ES.coef: ndarray[tuple[int, ...], dtype[_ScalarType_co]]

Return estimated coefficients (parameter vector B).

The parameter vector B contains all optimized parameters in order: 1. ETS persistence parameters (α, β, γ) 2. Damping parameter (φ) 3. Initial states 4. ARIMA parameters (AR, MA coefficients) 5. Regression coefficients 6. Constant term 7. Distribution parameters

Returns:

Parameter vector B with all estimated coefficients.

Return type:

NDArray

Raises:

ValueError – If the model has not been fitted yet.

Examples

>>> model = ADAM(model="AAN")
>>> model.fit(y)
>>> coefficients = model.coef