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DOC: Improve model results
Improve model results documentation
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arch/univariate/base.py

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Original file line numberDiff line numberDiff line change
@@ -860,28 +860,14 @@ class ARCHModelFixedResult(_SummaryRepr):
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Whether the original input was pandas
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model : ARCHModel
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The model object used to estimate the parameters
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Methods
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-------
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summary
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Produce a summary of the results
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plot
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Produce a plot of the volatility and standardized residuals
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forecast
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Construct forecasts from a model
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Attributes
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----------
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model : ARCHModel
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Model instance used to produce the fit
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"""
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def __init__(self, params, resid, volatility, dep_var, names,
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loglikelihood, is_pandas, model):
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self._params = params
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self._resid = resid
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self._is_pandas = is_pandas
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self.model = model
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self._model = model
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self._datetime = dt.datetime.now()
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self._dep_var = dep_var
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self._dep_name = dep_var.name
@@ -995,6 +981,13 @@ def summary(self):
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smry.add_extra_txt(extra_text)
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return smry
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@cached_property
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def model(self):
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"""
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Model instance used to produce the fit
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"""
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return self._model
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@cached_property
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def loglikelihood(self):
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"""Model loglikelihood"""
@@ -1395,22 +1388,7 @@ class ARCHModelResult(ARCHModelFixedResult):
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slice notation `fit_start:fit_stop`
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model : ARCHModel
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The model object used to estimate the parameters
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Methods
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-------
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summary
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Produce a summary of the results
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plot
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Produce a plot of the volatility and standardized residuals
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conf_int
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Confidence intervals
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Attributes
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----------
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model : ARCHModel
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Model instance used to produce the fit
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"""
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def __init__(self, params, param_cov, r2, resid, volatility, cov_type,
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dep_var, names, loglikelihood, is_pandas, optim_output,
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fit_start, fit_stop, model):

doc/source/univariate/univariate.rst

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@@ -20,5 +20,6 @@ residual Bootstrap).
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Volatility Processes <volatility>
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Using the Fixed Variance Process <univariate_using_fixed_variance.ipynb>
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Distributions <distribution>
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Results <results>
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Utilities <utility>
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Background and References <background>

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