ARResult.params

property ARResult.params: dict[str, float]

Estimated parameters keyed by display name, in table order.

const and trend appear only when the specification includes them; the autoregressive coefficients are ar.L1 .. ar.Lp; sigma2 is last.

Example

>>> rng = np.random.default_rng(0)
>>> y = rng.standard_normal(200)
>>> list(AR(y, order=2, trend="ct").fit().params)
['const', 'trend', 'ar.L1', 'ar.L2', 'sigma2']
>>> list(AR(y, order=1, trend="n").fit().params)
['ar.L1', 'sigma2']