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statsmodels.sandbox.tsa.fftarma.ArmaFft.from_estimation

classmethod ArmaFft.from_estimation(model_results, nobs=None)

Convenience function to create an ArmaProcess from the results of an ARMA estimation

Parameters:
  • model_results (ARMAResults instance) – A fitted model
  • nobs (int, optional) – If None, nobs is taken from the results

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.tsa.fftarma.ArmaFft.from_estimation.html