ARMAResult._from_fit

classmethod ARMAResult._from_fit(fit, model)

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

Parameters:

• fit (_BoxJenkinsFit) – The raw estimator output.

• model (_BoxJenkinsModel[ARMAResult]) – The specification that produced it, read for the orders, trend, exogenous count and series.

Return type:

ARMAResult

Returns:

The assembled result.

Example

>>> rng = np.random.default_rng(0)
>>> model = ARMA(rng.standard_normal(100), order=(1, 0))
>>> res = ARMAResult._from_fit(model._fit_family(), model)
>>> res.order, res.k_exog, res.endog.shape
((1, 0, 0), 0, (100,))