@@ -860,28 +860,14 @@ class ARCHModelFixedResult(_SummaryRepr):
860
860
Whether the original input was pandas
861
861
model : ARCHModel
862
862
The model object used to estimate the parameters
863
-
864
- Methods
865
- -------
866
- summary
867
- Produce a summary of the results
868
- plot
869
- Produce a plot of the volatility and standardized residuals
870
- forecast
871
- Construct forecasts from a model
872
-
873
- Attributes
874
- ----------
875
- model : ARCHModel
876
- Model instance used to produce the fit
877
863
"""
878
864
879
865
def __init__ (self , params , resid , volatility , dep_var , names ,
880
866
loglikelihood , is_pandas , model ):
881
867
self ._params = params
882
868
self ._resid = resid
883
869
self ._is_pandas = is_pandas
884
- self .model = model
870
+ self ._model = model
885
871
self ._datetime = dt .datetime .now ()
886
872
self ._dep_var = dep_var
887
873
self ._dep_name = dep_var .name
@@ -995,6 +981,13 @@ def summary(self):
995
981
smry .add_extra_txt (extra_text )
996
982
return smry
997
983
984
+ @cached_property
985
+ def model (self ):
986
+ """
987
+ Model instance used to produce the fit
988
+ """
989
+ return self ._model
990
+
998
991
@cached_property
999
992
def loglikelihood (self ):
1000
993
"""Model loglikelihood"""
@@ -1395,22 +1388,7 @@ class ARCHModelResult(ARCHModelFixedResult):
1395
1388
slice notation `fit_start:fit_stop`
1396
1389
model : ARCHModel
1397
1390
The model object used to estimate the parameters
1398
-
1399
- Methods
1400
- -------
1401
- summary
1402
- Produce a summary of the results
1403
- plot
1404
- Produce a plot of the volatility and standardized residuals
1405
- conf_int
1406
- Confidence intervals
1407
-
1408
- Attributes
1409
- ----------
1410
- model : ARCHModel
1411
- Model instance used to produce the fit
1412
1391
"""
1413
-
1414
1392
def __init__ (self , params , param_cov , r2 , resid , volatility , cov_type ,
1415
1393
dep_var , names , loglikelihood , is_pandas , optim_output ,
1416
1394
fit_start , fit_stop , model ):
0 commit comments