ARResult._from_fit#

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

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

Parameters:

  • fit (_AutoRegressionFit) – The raw estimator output.

  • model (_AutoRegressionModel[ARResult]) – The specification that produced it, read for the fields the fit record deliberately does not carry.

Return type:

ARResult

Returns:

The assembled result.

Example

>>> rng = np.random.default_rng(0)
>>> model = AR(rng.standard_normal(100), order=2)
>>> res = ARResult._from_fit(model._fit_family(), model)
>>> res.order, res.trend, res.method, res.endog.shape
(2, 'c', 'css', (100,))
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