ARMAGARCHResult.order# property ARMAGARCHResult.order: tuple[int, int, int][source]# The variance order (p, o, q) recovered from the coefficient blocks. Example >>> rng = np.random.default_rng(0) >>> y = rng.standard_normal(400) >>> GARCH(y, p=2, q=1).fit().order, GJR(y, p=1, o=1, q=1).fit().order ((2, 0, 1), (1, 1, 1))
