ARMAFIGARCHResult.is_structurally_constrained#

property ARMAFIGARCHResult.is_structurally_constrained: bool[source]#

Whether the mean was searched inside the stationary-invertible region.

True exactly when a moving-average block is present; see ARMAGARCHResult.is_structurally_constrained for why. When False the autoregressive weights were estimated unconstrained and is_stationary describes the fit rather than the transform.

Example

>>> rng = np.random.default_rng(0)
>>> y = rng.standard_normal(600)
>>> ARMAFIGARCH(y, ar_lags=2, ma_lags=0).fit().is_structurally_constrained
False
>>> ARMAFIGARCH(y, ar_lags=1, ma_lags=1).fit().is_structurally_constrained
True