'Estimates of unobserved regression coefficients
Returns
out: Bunch
Has the following attributes:
- `filtered`: a time series array with the filtered estimate of
the component
- `filtered_cov`: a time series array with the filtered estimate of
the variance/covariance of the component
- `smoothed`: a time series array with the smoothed estimate of
the component
- `smoothed_cov`: a time series array with the smoothed estimate of
the variance/covariance of the component
- `offset`: an integer giving the offset in the state vector where
this component begins'

@property
def regression_coefficients(self):

    out = None
    spec = self.specification
    if spec.regression:
        if spec.mle_regression:
            import warnings
            warnings.warn('Regression    coefficients    estimated    via    maximum    likelihood.    Estimated    coefficients    are    available    in    the    parameters    list,    not    as    part    of    the    state    vector.', OutputWarning)
        else:
            offset = int(((((spec.trend + spec.level) + (spec.seasonal * (spec.seasonal_periods - 1))) + (spec.cycle * (1 + spec.stochastic_cycle))) + spec.ar_order))
            start = offset
            end = (offset + spec.k_exog)
            out = Bunch(filtered=self.filtered_state[start:end], filtered_cov=self.filtered_state_cov[start:end, start:end], smoothed=None, smoothed_cov=None, offset=offset)
            if (self.smoothed_state is not None):
                out.smoothed = self.smoothed_state[start:end]
            if (self.smoothed_state_cov is not None):
                out.smoothed_cov = self.smoothed_state_cov[start:end, start:end]
    return out
