statsmodels.tsa.arima_process.ArmaProcess.from_estimation

classmethod ArmaProcess.from_estimation(model_results, nobs=None)[source]

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