statsmodels.sandbox.tsa.fftarma.ArmaFft.from_estimation¶
- classmethod ArmaFft.from_estimation(model_results, nobs=None)¶
Create an ArmaProcess from the results of an ARIMA estimation.
- Parameters:
- model_results
ARIMAResults
instance
A fitted model.
- nobs
int
,optional
If None, nobs is taken from the results.
- model_results
- Returns:
ArmaProcess
Class instance initialized from model_results.
See also
statsmodels.tsa.arima.model.ARIMA
The models class used to create the ArmaProcess