statsmodels.tsa.arima_process.ArmaProcess.from_estimation

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

Create an ArmaProcess from the results of an ARMA estimation.

Parameters

model_results : ARMAResults instance

A fitted model.

nobs : int, optional

If None, nobs is taken from the results.

Returns

ArmaProcess

Class instance initialized from model_results.