ArmaFft.from_estimation()

statsmodels.sandbox.tsa.fftarma.ArmaFft.from_estimation

ArmaFft.from_estimation(model_results, nobs=None)

Create ArmaProcess instance from ARMA estimation results

Parameters:

Parameters:	model_results : ARMAResults instance A fitted model nobs : int, optional If None, nobs is taken from the results

model_results : ARMAResults instance

A fitted model

nobs : int, optional

If None, nobs is taken from the results

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.tsa.fftarma.ArmaFft.from_estimation.html