FIGARCHResult._from_fit#

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

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

Parameters:

  • fit (_FractionalVarianceFit) – The raw estimator output.

  • model (_FractionalVarianceModel[FIGARCHResult]) – The specification, read for the series, the mean choice and the truncation lag.

Return type:

FIGARCHResult

Returns:

The assembled result.

Example

>>> rng = np.random.default_rng(0)
>>> model = FIGARCH(rng.standard_normal(600), truncation=300)
>>> res = FIGARCHResult._from_fit(model._fit_family(), model)
>>> res.truncation, res.mean, res.endog.shape
(300, 'constant', (600,))