FunctionalCoefficientVARResult._from_fit#

classmethod FunctionalCoefficientVARResult._from_fit(fit, model)[source]#

Assemble the public result from a raw fit and its specification.

Parameters:

  • fit (_VectorFunctionalFit) – The packed kernel fit.

  • model (_FunctionalCoefficientVectorAutoRegressionModel[FunctionalCoefficientVARResult]) – The validated specification it was estimated on.

Return type:

FunctionalCoefficientVARResult

Returns:

The frozen FunctionalCoefficientVARResult.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((150, 2))
>>> model = FunctionalCoefficientVAR(y, order=1, transition_variable="y2")
>>> fit = model._fit_functional(bandwidth=1.0, n_grid=11, trim=0.05)
>>> res = FunctionalCoefficientVARResult._from_fit(fit, model)
>>> res.state_name, res.grid.shape, res.bandwidth
('y2', (11,), 1.0)