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ArmaFft.from_estimation()

statsmodels.sandbox.tsa.fftarma.ArmaFft.from_estimation

classmethod ArmaFft.from_estimation(model_results, nobs=None)

Create ArmaProcess instance from ARMA estimation results

Parameters:

model_results : ARMAResults instance

A fitted model

nobs : int, optional

If None, nobs is taken from the results

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.sandbox.tsa.fftarma.ArmaFft.from_estimation.html

doc_statsmodels

2017-01-18 16:06:53

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