statsmodels.sandbox.tsa.fftarma.ArmaFft.from_estimation

classmethod ArmaFft.from_estimation(model_results, nobs=None)

Convenience function to 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