QVARResult._from_fit#

classmethod QVARResult._from_fit(fit, model)[source]#

Assemble the public result from a raw fit and its specification.

Parameters:

  • fit (_VectorQuantileFit) – The packed level-by-level programs.

  • model (_QuantileVectorAutoRegressionModel[QVARResult]) – The validated specification they were solved on.

Return type:

QVARResult

Returns:

The frozen QVARResult.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((120, 2))
>>> model = QVAR(y, order=1)
>>> res = QVARResult._from_fit(model._fit_quantile((0.5, 0.25)), model)
>>> res.quantiles, res.names
((0.25, 0.5), ('y1', 'y2'))
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