STVARResult._from_fit#

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

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

Parameters:

  • fit (_VectorSmoothTransitionFit) – The packed concentrated-likelihood fit.

  • model (_SmoothTransitionVectorAutoRegressionModel[STVARResult]) – The validated specification it was estimated on.

Return type:

STVARResult

Returns:

The frozen STVARResult.

Example

>>> import numpy as np
>>> y = np.random.default_rng(0).standard_normal((200, 2))
>>> model = STVAR(y, order=1, transition_variable="y2", transition="exponential")
>>> res = STVARResult._from_fit(model._fit_regimes(), model)
>>> res.transition, res.threshold_name, res.delay
('exponential', 'y2', 1)