ARNN.fit

ARNN.fit()

Train the mean function and concentrate out the variance.

Return type:

ARNNResult

Returns:

The fitted ARNNResult.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> res = ARNN(rng.standard_normal(200), order=2).fit()
>>> res.nobs, res.order, bool(res.sigma2 > 0)
(198, 2, True)