ARMAResult.params

property ARMAResult.params: dict[str, float]

Estimated parameters keyed by display name, in table order.

The deterministic terms (const, trend) and exogenous regressors (x1 .. xk) come first in the order of beta, then ar.L1 .. ar.Lp, ma.L1 .. ma.Lq, the seasonal terms at their lag multiples ar.S.Ls .. and ma.S.Ls .., and sigma2 last.

Example

>>> rng = np.random.default_rng(0)
>>> y = rng.standard_normal(200)
>>> list(SARIMA(y, order=(1, 0, 1), seasonal_order=(0, 0, 1, 4)).fit().params)
['const', 'ar.L1', 'ma.L1', 'ma.S.L4', 'sigma2']
>>> X = rng.standard_normal((200, 2))
>>> list(ARIMAX(y, order=(1, 0, 0), exog=X, trend="n").fit().params)
['x1', 'x2', 'ar.L1', 'sigma2']