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DOC: Improve model results
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Improve model results documentation
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bashtage committed Nov 22, 2019
1 parent 6f4b4e4 commit 217ee8e
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Showing 2 changed files with 9 additions and 30 deletions.
38 changes: 8 additions & 30 deletions arch/univariate/base.py
Original file line number Diff line number Diff line change
Expand Up @@ -860,28 +860,14 @@ class ARCHModelFixedResult(_SummaryRepr):
Whether the original input was pandas
model : ARCHModel
The model object used to estimate the parameters
Methods
-------
summary
Produce a summary of the results
plot
Produce a plot of the volatility and standardized residuals
forecast
Construct forecasts from a model
Attributes
----------
model : ARCHModel
Model instance used to produce the fit
"""

def __init__(self, params, resid, volatility, dep_var, names,
loglikelihood, is_pandas, model):
self._params = params
self._resid = resid
self._is_pandas = is_pandas
self.model = model
self._model = model
self._datetime = dt.datetime.now()
self._dep_var = dep_var
self._dep_name = dep_var.name
Expand Down Expand Up @@ -995,6 +981,13 @@ def summary(self):
smry.add_extra_txt(extra_text)
return smry

@cached_property
def model(self):
"""
Model instance used to produce the fit
"""
return self._model

@cached_property
def loglikelihood(self):
"""Model loglikelihood"""
Expand Down Expand Up @@ -1395,22 +1388,7 @@ class ARCHModelResult(ARCHModelFixedResult):
slice notation `fit_start:fit_stop`
model : ARCHModel
The model object used to estimate the parameters
Methods
-------
summary
Produce a summary of the results
plot
Produce a plot of the volatility and standardized residuals
conf_int
Confidence intervals
Attributes
----------
model : ARCHModel
Model instance used to produce the fit
"""

def __init__(self, params, param_cov, r2, resid, volatility, cov_type,
dep_var, names, loglikelihood, is_pandas, optim_output,
fit_start, fit_stop, model):
Expand Down
1 change: 1 addition & 0 deletions doc/source/univariate/univariate.rst
Original file line number Diff line number Diff line change
Expand Up @@ -20,5 +20,6 @@ residual Bootstrap).
Volatility Processes <volatility>
Using the Fixed Variance Process <univariate_using_fixed_variance.ipynb>
Distributions <distribution>
Results <results>
Utilities <utility>
Background and References <background>

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