ARFIMAResult.params

property ARFIMAResult.params: dict[str, float]

Estimated parameters keyed by display name, in table order.

mean when estimated, then d, ar.L1 .., ma.L1 .. and sigma2.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> y = rng.standard_normal(300)
>>> list(ARFIMA(y, order=(1, 1), truncation=50).fit().params)
['mean', 'd', 'ar.L1', 'ma.L1', 'sigma2']