LongMemorySVResult._from_fit#

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

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

Parameters:

  • fit (_LongMemoryVolatilityFit) – The packed Whittle fit: the parameter record, criterion, counts and the smoothed path with its band.

  • model (LongMemorySV) – The model that produced it, supplying the data and the specification flags.

Return type:

LongMemorySVResult

Returns:

A populated result.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> model = LongMemorySV(rng.standard_normal(300), mean="zero")
>>> res = LongMemorySVResult._from_fit(model._fit_whittle(), model)
>>> res.mean_spec, res.mean, res.short_memory, res.nobs, res.n_frequencies
('zero', 0.0, False, 300, 150)