Structural Components

LevelTrend([order, innovations_order, name, ...])	Level and trend component of a structural time series model
Autoregressive([order, name, ...])	Autoregressive timeseries component
TimeSeasonality(season_length[, duration, ...])	Create a TimeSeasonality component for a state space model.
FrequencySeasonality(season_length[, n, ...])	Seasonal component, modeled in the frequency domain
MeasurementError([name, ...])	Measurement error component for structural time series models.
Cycle([name, cycle_length, ...])	A component for modeling longer-term cyclical effects