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ArmaProcess.from_estimation()

statsmodels.tsa.arima_process.ArmaProcess.from_estimation

classmethod ArmaProcess.from_estimation(model_results, nobs=None) [source]

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.tsa.arima_process.ArmaProcess.from_estimation.html

doc_statsmodels

2017-01-18 16:07:01

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