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.

Returns:

Class instance initialized from model_results.

Return type:

ArmaProcess

See also

statsmodels.tsa.arima.model.ARIMA

The models class used to create the ArmaProcess