ARMAFIGARCHResult._from_fit#

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

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

The model is annotated at the parent’s result binding for the reason given on ARMAGARCHResult._from_fit(): nothing read here depends on which result the model produces.

Parameters:

  • fit (_FractionalVarianceFit) – The raw estimator output.

  • model (_FractionalVarianceModel[FIGARCHResult]) – The specification, read for the series, the mean choice, the mean order and the truncation lag.

Return type:

ARMAFIGARCHResult

Returns:

The assembled result.

Example

>>> rng = np.random.default_rng(0)
>>> model = ARMAFIGARCH(rng.standard_normal(600), ar_lags=1, ma_lags=1, truncation=200)
>>> res = ARMAFIGARCHResult._from_fit(model._fit_family(), model)
>>> res.truncation, res.mean_order, res.mean
(200, (1, 1), 'constant')