ARMAGARCHResult._from_fit#

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

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

The model is annotated at the parent’s result binding rather than this class’s. Nothing read here depends on which result the model produces – mean_order and has_constant_mean live on the shared specification base – so narrowing the binding would break the override contract to express a dependency that does not exist.

Parameters:

  • fit (_ShortMemoryVarianceFit) – The raw estimator output.

  • model (_ShortMemoryVarianceModel[GARCHResult]) – The specification, read for the series, the mean choice and the mean order.

Return type:

ARMAGARCHResult

Returns:

The assembled result.

Example

>>> rng = np.random.default_rng(0)
>>> model = ARMAGARCH(rng.standard_normal(400), ar_lags=1, ma_lags=1)
>>> res = ARMAGARCHResult._from_fit(model._fit_family(), model)
>>> res.mean_order, res.mean, res.endog.shape
((1, 1), 'constant', (400,))