def METHOD_NAME(self, X, y=None):
    """Transform X and return a transformed version.
    private _transform containing core logic, called from transform
    Parameters
    ----------
    X : array_like, A 1d array
    Returns
    -------
    transformed cyclical version of X
    """
    from statsmodels.tsa.filters.hp_filter import hpfilter
    kwargs = {"lamb": self.lamb}
    return hpfilter(X, **kwargs)[0]