ARFIMA.fit

ARFIMA.fit()

Estimate (mu, d, phi, theta, sigma2) by joint maximum likelihood.

Return type:

ARFIMAResult

Returns:

The fitted ARFIMAResult.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> res = ARFIMA(rng.standard_normal(400), order=(0, 0), trend="n").fit()
>>> list(res.params), bool(abs(res.d) < 0.1)
(['d', 'sigma2'], True)