ARFIMAResult._from_fit#

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

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

Parameters:

  • fit (_FractionalIntegrationFit) – The raw estimator output.

  • model (_FractionalIntegrationModel[ARFIMAResult]) – The specification, read for the series, the order and the truncation.

Return type:

ARFIMAResult

Returns:

The assembled result.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> model = ARFIMA(rng.standard_normal(300), order=(1, 0), truncation=100)
>>> res = ARFIMAResult._from_fit(model._fit_family(), model)
>>> res.order, res.truncation, res.mean is not None
((1, 0), 100, True)