statsmodels.sandbox.tsa.fftarma.ArmaFft.from_estimation

classmethod ArmaFft.from_estimation(model_results, nobs=None)

Create an ArmaProcess from the results of an ARMA estimation.

Parameters

model_resultsARMAResults instance

A fitted model.

nobsint, optional

If None, nobs is taken from the results.

Returns

ArmaProcess

Class instance initialized from model_results.