Statespace Models

BayesianETS([order, endog_names, trend, ...])	Exponential Smoothing State Space Model
BayesianSARIMAX(order[, seasonal_order, ...])	Seasonal AutoRegressive Integrated Moving Average with eXogenous regressors.
BayesianVARMAX(order[, endog_names, ...])	Vector AutoRegressive Moving Average with eXogenous Regressors

Structural Components

• Structural Components
  • LevelTrend
  • Autoregressive
  • TimeSeasonality
  • FrequencySeasonality
  • MeasurementError
  • Cycle