statsmodels.tsa.arima_process.ArmaProcess.from_estimation

classmethod ArmaProcess.from_estimation(model_results, nobs=None)

Create an ArmaProcess from the results of an ARIMA estimation.

Parameters:

model_resultsARIMAResults instance

A fitted model.

nobsint, optional

If None, nobs is taken from the results.

Returns:

ArmaProcess

Class instance initialized from model_results.

See also

statsmodels.tsa.arima.model.ARIMA

The models class used to create the ArmaProcess