AR.fit

AR.fit()

Estimate the model by the selected method.

Return type:

ARResult

Returns:

The fitted ARResult.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> res = AR(rng.standard_normal(100), order=0).fit()
>>> list(res.params), res.nobs
(['const', 'sigma2'], 100)