smooth.ES.fitted

property ES.fitted: ndarray[tuple[int, ...], dtype[_ScalarType_co]]

Return in-sample fitted values.

For combined models (e.g., model=”CCC”), returns IC-weighted combination of fitted values from all models in the combination.

Returns:

Array of fitted values for the in-sample period.

Return type:

NDArray

Raises:

ValueError – If the model has not been fitted yet.

Examples

>>> model = ADAM(model="AAN")
>>> model.fit(y)
>>> fitted_values = model.fitted