Index

A

ADF (class in arch.unitroot) aic (arch.univariate.base.ARCHModelFixedResult attribute) (arch.univariate.base.ARCHModelResult attribute) alternative_hypothesis (arch.unitroot.ADF attribute) (arch.unitroot.DFGLS attribute) (arch.unitroot.KPSS attribute) (arch.unitroot.PhillipsPerron attribute) (arch.unitroot.VarianceRatio attribute) (arch.unitroot.ZivotAndrews attribute) apply() (arch.bootstrap.CircularBlockBootstrap method) (arch.bootstrap.IIDBootstrap method) (arch.bootstrap.IndependentSamplesBootstrap method) (arch.bootstrap.MovingBlockBootstrap method) (arch.bootstrap.StationaryBootstrap method)

ARCH (class in arch.univariate) arch.bootstrap (module) arch.bootstrap.multiple_comparison (module) arch.unitroot (module) arch.utility.testing (module) arch_lm_test() (arch.univariate.base.ARCHModelFixedResult method) (arch.univariate.base.ARCHModelResult method) arch_model() (in module arch) ARCHModel (class in arch.univariate.base) ARCHModelFixedResult (class in arch.univariate.base) ARCHModelForecast (class in arch.univariate.base) ARCHModelForecastSimulation (class in arch.univariate.base) ARCHModelResult (class in arch.univariate.base) ARX (class in arch.univariate) auto_bandwidth() (in module arch.unitroot)

B

backcast() (arch.univariate.ARCH method) (arch.univariate.ConstantVariance method) (arch.univariate.EGARCH method) (arch.univariate.EWMAVariance method) (arch.univariate.FIGARCH method) (arch.univariate.FixedVariance method) (arch.univariate.GARCH method) (arch.univariate.HARCH method) (arch.univariate.MIDASHyperbolic method) (arch.univariate.RiskMetrics2006 method) (arch.univariate.volatility.VolatilityProcess method) backcast_transform() (arch.univariate.ARCH method) (arch.univariate.ConstantVariance method) (arch.univariate.EGARCH method) (arch.univariate.EWMAVariance method) (arch.univariate.FIGARCH method) (arch.univariate.FixedVariance method) (arch.univariate.GARCH method) (arch.univariate.HARCH method) (arch.univariate.MIDASHyperbolic method) (arch.univariate.RiskMetrics2006 method) (arch.univariate.volatility.VolatilityProcess method) better_models() (arch.bootstrap.SPA method) bic (arch.univariate.base.ARCHModelFixedResult attribute) (arch.univariate.base.ARCHModelResult attribute) bootstrap() (arch.bootstrap.CircularBlockBootstrap method) (arch.bootstrap.IIDBootstrap method) (arch.bootstrap.IndependentSamplesBootstrap method) (arch.bootstrap.MovingBlockBootstrap method) (arch.bootstrap.StationaryBootstrap method)

bounds() (arch.univariate.ARCH method) (arch.univariate.ARX method) (arch.univariate.ConstantMean method) (arch.univariate.ConstantVariance method) (arch.univariate.EGARCH method) (arch.univariate.EWMAVariance method) (arch.univariate.FIGARCH method) (arch.univariate.FixedVariance method) (arch.univariate.GARCH method) (arch.univariate.GeneralizedError method) (arch.univariate.HARCH method) (arch.univariate.HARX method) (arch.univariate.LS method) (arch.univariate.MIDASHyperbolic method) (arch.univariate.Normal method) (arch.univariate.RiskMetrics2006 method) (arch.univariate.SkewStudent method) (arch.univariate.StudentsT method) (arch.univariate.ZeroMean method) (arch.univariate.base.ARCHModel method) (arch.univariate.distribution.Distribution method) (arch.univariate.volatility.VolatilityProcess method)

C

cdf() (arch.univariate.distribution.Distribution method) (arch.univariate.GeneralizedError method) (arch.univariate.Normal method) (arch.univariate.SkewStudent method) (arch.univariate.StudentsT method) CircularBlockBootstrap (class in arch.bootstrap) clone() (arch.bootstrap.CircularBlockBootstrap method) (arch.bootstrap.IIDBootstrap method) (arch.bootstrap.IndependentSamplesBootstrap method) (arch.bootstrap.MovingBlockBootstrap method) (arch.bootstrap.StationaryBootstrap method) compute() (arch.bootstrap.MCS method) (arch.bootstrap.SPA method) (arch.bootstrap.StepM method) compute_param_cov() (arch.univariate.ARX method) (arch.univariate.ConstantMean method) (arch.univariate.HARX method) (arch.univariate.LS method) (arch.univariate.ZeroMean method) (arch.univariate.base.ARCHModel method) compute_variance() (arch.univariate.ARCH method) (arch.univariate.ConstantVariance method) (arch.univariate.EGARCH method) (arch.univariate.EWMAVariance method) (arch.univariate.FIGARCH method) (arch.univariate.FixedVariance method) (arch.univariate.GARCH method) (arch.univariate.HARCH method) (arch.univariate.MIDASHyperbolic method) (arch.univariate.RiskMetrics2006 method) (arch.univariate.volatility.VolatilityProcess method) conditional_volatility (arch.univariate.base.ARCHModelFixedResult attribute) (arch.univariate.base.ARCHModelResult attribute) conf_int() (arch.bootstrap.CircularBlockBootstrap method) (arch.bootstrap.IIDBootstrap method) (arch.bootstrap.IndependentSamplesBootstrap method) (arch.bootstrap.MovingBlockBootstrap method) (arch.bootstrap.StationaryBootstrap method) (arch.univariate.base.ARCHModelResult method)

ConstantMean (class in arch.univariate) ConstantVariance (class in arch.univariate) constraints() (arch.univariate.ARCH method) (arch.univariate.ARX method) (arch.univariate.ConstantMean method) (arch.univariate.ConstantVariance method) (arch.univariate.EGARCH method) (arch.univariate.EWMAVariance method) (arch.univariate.FIGARCH method) (arch.univariate.FixedVariance method) (arch.univariate.GARCH method) (arch.univariate.GeneralizedError method) (arch.univariate.HARCH method) (arch.univariate.HARX method) (arch.univariate.LS method) (arch.univariate.MIDASHyperbolic method) (arch.univariate.Normal method) (arch.univariate.RiskMetrics2006 method) (arch.univariate.SkewStudent method) (arch.univariate.StudentsT method) (arch.univariate.ZeroMean method) (arch.univariate.base.ARCHModel method) (arch.univariate.distribution.Distribution method) (arch.univariate.volatility.VolatilityProcess method) convergence_flag (arch.univariate.base.ARCHModelResult attribute) cov() (arch.bootstrap.CircularBlockBootstrap method) (arch.bootstrap.IIDBootstrap method) (arch.bootstrap.IndependentSamplesBootstrap method) (arch.bootstrap.MovingBlockBootstrap method) (arch.bootstrap.StationaryBootstrap method) critical_values (arch.unitroot.ADF attribute) (arch.unitroot.DFGLS attribute) (arch.unitroot.KPSS attribute) (arch.unitroot.PhillipsPerron attribute) (arch.unitroot.VarianceRatio attribute) (arch.unitroot.ZivotAndrews attribute) (arch.utility.testing.WaldTestStatistic attribute) critical_values() (arch.bootstrap.SPA method)

D

debiased (arch.unitroot.VarianceRatio attribute) DFGLS (class in arch.unitroot) distribution (arch.univariate.ARX attribute) (arch.univariate.ConstantMean attribute) (arch.univariate.HARX attribute) (arch.univariate.LS attribute) (arch.univariate.ZeroMean attribute) (arch.univariate.base.ARCHModel attribute)

Distribution (class in arch.univariate.distribution)

E

EGARCH (class in arch.univariate)

EWMAVariance (class in arch.univariate) excluded (arch.bootstrap.MCS attribute)

F

FIGARCH (class in arch.univariate) fit() (arch.univariate.ARX method) (arch.univariate.ConstantMean method) (arch.univariate.HARX method) (arch.univariate.LS method) (arch.univariate.ZeroMean method) (arch.univariate.base.ARCHModel method) fit_start (arch.univariate.base.ARCHModelResult attribute) fit_stop (arch.univariate.base.ARCHModelResult attribute) fix() (arch.univariate.ARX method) (arch.univariate.ConstantMean method) (arch.univariate.HARX method) (arch.univariate.LS method) (arch.univariate.ZeroMean method) (arch.univariate.base.ARCHModel method) FixedVariance (class in arch.univariate) forecast() (arch.univariate.ARCH method) (arch.univariate.ARX method) (arch.univariate.ConstantMean method) (arch.univariate.ConstantVariance method) (arch.univariate.EGARCH method) (arch.univariate.EWMAVariance method) (arch.univariate.FIGARCH method) (arch.univariate.FixedVariance method) (arch.univariate.GARCH method) (arch.univariate.HARCH method) (arch.univariate.HARX method) (arch.univariate.LS method) (arch.univariate.MIDASHyperbolic method) (arch.univariate.RiskMetrics2006 method) (arch.univariate.ZeroMean method) (arch.univariate.base.ARCHModel method) (arch.univariate.base.ARCHModelFixedResult method) (arch.univariate.base.ARCHModelResult method) (arch.univariate.volatility.VolatilityProcess method)

G

GARCH (class in arch.univariate) GeneralizedError (class in arch.univariate) get_state() (arch.bootstrap.CircularBlockBootstrap method) (arch.bootstrap.IIDBootstrap method) (arch.bootstrap.IndependentSamplesBootstrap method) (arch.bootstrap.MovingBlockBootstrap method) (arch.bootstrap.StationaryBootstrap method)

H

HARCH (class in arch.univariate) HARX (class in arch.univariate)

hedgehog_plot() (arch.univariate.base.ARCHModelFixedResult method) (arch.univariate.base.ARCHModelResult method)

I

IIDBootstrap (class in arch.bootstrap) included (arch.bootstrap.MCS attribute) IndependentSamplesBootstrap (class in arch.bootstrap) index (arch.bootstrap.CircularBlockBootstrap attribute) (arch.bootstrap.IIDBootstrap attribute) (arch.bootstrap.IndependentSamplesBootstrap attribute) (arch.bootstrap.MovingBlockBootstrap attribute) (arch.bootstrap.StationaryBootstrap attribute)

K

KPSS (class in arch.unitroot)

L

lags (arch.unitroot.ADF attribute) (arch.unitroot.DFGLS attribute) (arch.unitroot.KPSS attribute) (arch.unitroot.PhillipsPerron attribute) (arch.unitroot.VarianceRatio attribute) (arch.unitroot.ZivotAndrews attribute) loglikelihood (arch.univariate.base.ARCHModelFixedResult attribute) (arch.univariate.base.ARCHModelResult attribute)

loglikelihood() (arch.univariate.distribution.Distribution method) (arch.univariate.GeneralizedError method) (arch.univariate.Normal method) (arch.univariate.SkewStudent method) (arch.univariate.StudentsT method) LS (class in arch.univariate)

M

max_lags (arch.unitroot.ADF attribute) (arch.unitroot.DFGLS attribute) MCS (class in arch.bootstrap) MIDASHyperbolic (class in arch.univariate) model (arch.univariate.base.ARCHModelFixedResult attribute) (arch.univariate.base.ARCHModelResult attribute)

moment() (arch.univariate.distribution.Distribution method) (arch.univariate.GeneralizedError method) (arch.univariate.Normal method) (arch.univariate.SkewStudent method) (arch.univariate.StudentsT method) MovingBlockBootstrap (class in arch.bootstrap)

N

name (arch.univariate.ARCH attribute) (arch.univariate.ARX attribute) (arch.univariate.ConstantMean attribute) (arch.univariate.ConstantVariance attribute) (arch.univariate.EGARCH attribute) (arch.univariate.EWMAVariance attribute) (arch.univariate.FIGARCH attribute) (arch.univariate.FixedVariance attribute) (arch.univariate.GARCH attribute) (arch.univariate.GeneralizedError attribute) (arch.univariate.HARCH attribute) (arch.univariate.HARX attribute) (arch.univariate.LS attribute) (arch.univariate.MIDASHyperbolic attribute) (arch.univariate.Normal attribute) (arch.univariate.RiskMetrics2006 attribute) (arch.univariate.SkewStudent attribute) (arch.univariate.StudentsT attribute) (arch.univariate.ZeroMean attribute) (arch.univariate.base.ARCHModel attribute) (arch.univariate.distribution.Distribution attribute) (arch.univariate.volatility.VolatilityProcess attribute) nobs (arch.unitroot.ADF attribute) (arch.unitroot.DFGLS attribute) (arch.unitroot.KPSS attribute) (arch.unitroot.PhillipsPerron attribute) (arch.unitroot.VarianceRatio attribute) (arch.unitroot.ZivotAndrews attribute) (arch.univariate.base.ARCHModelFixedResult attribute) (arch.univariate.base.ARCHModelResult attribute)

Normal (class in arch.univariate) null (arch.utility.testing.WaldTestStatistic attribute) null_hypothesis (arch.unitroot.ADF attribute) (arch.unitroot.DFGLS attribute) (arch.unitroot.KPSS attribute) (arch.unitroot.PhillipsPerron attribute) (arch.unitroot.VarianceRatio attribute) (arch.unitroot.ZivotAndrews attribute) num_params (arch.univariate.ARX attribute) (arch.univariate.ConstantMean attribute) (arch.univariate.HARX attribute) (arch.univariate.LS attribute) (arch.univariate.ZeroMean attribute) (arch.univariate.base.ARCHModel attribute) (arch.univariate.base.ARCHModelFixedResult attribute) (arch.univariate.base.ARCHModelResult attribute)

O

optimization_result (arch.univariate.base.ARCHModelResult attribute)

overlap (arch.unitroot.VarianceRatio attribute)

P

param_cov (arch.univariate.base.ARCHModelResult attribute) parameter_names() (arch.univariate.ARCH method) (arch.univariate.ARX method) (arch.univariate.ConstantMean method) (arch.univariate.ConstantVariance method) (arch.univariate.EGARCH method) (arch.univariate.EWMAVariance method) (arch.univariate.FIGARCH method) (arch.univariate.FixedVariance method) (arch.univariate.GARCH method) (arch.univariate.GeneralizedError method) (arch.univariate.HARCH method) (arch.univariate.HARX method) (arch.univariate.LS method) (arch.univariate.MIDASHyperbolic method) (arch.univariate.Normal method) (arch.univariate.RiskMetrics2006 method) (arch.univariate.SkewStudent method) (arch.univariate.StudentsT method) (arch.univariate.ZeroMean method) (arch.univariate.base.ARCHModel method) (arch.univariate.distribution.Distribution method) (arch.univariate.volatility.VolatilityProcess method) params (arch.univariate.base.ARCHModelFixedResult attribute) (arch.univariate.base.ARCHModelResult attribute)

partial_moment() (arch.univariate.distribution.Distribution method) (arch.univariate.GeneralizedError method) (arch.univariate.Normal method) (arch.univariate.SkewStudent method) (arch.univariate.StudentsT method) PhillipsPerron (class in arch.unitroot) plot() (arch.univariate.base.ARCHModelFixedResult method) (arch.univariate.base.ARCHModelResult method) ppf() (arch.univariate.distribution.Distribution method) (arch.univariate.GeneralizedError method) (arch.univariate.Normal method) (arch.univariate.SkewStudent method) (arch.univariate.StudentsT method) pval (arch.utility.testing.WaldTestStatistic attribute) pvalue (arch.unitroot.ADF attribute) (arch.unitroot.DFGLS attribute) (arch.unitroot.KPSS attribute) (arch.unitroot.PhillipsPerron attribute) (arch.unitroot.VarianceRatio attribute) (arch.unitroot.ZivotAndrews attribute) pvalues (arch.bootstrap.MCS attribute) (arch.bootstrap.SPA attribute) (arch.univariate.base.ARCHModelResult attribute)

R

random_state (arch.bootstrap.CircularBlockBootstrap attribute) (arch.bootstrap.IIDBootstrap attribute) (arch.bootstrap.IndependentSamplesBootstrap attribute) (arch.bootstrap.MovingBlockBootstrap attribute) (arch.bootstrap.StationaryBootstrap attribute) (arch.univariate.GeneralizedError attribute) (arch.univariate.Normal attribute) (arch.univariate.SkewStudent attribute) (arch.univariate.StudentsT attribute) (arch.univariate.distribution.Distribution attribute) regression (arch.unitroot.ADF attribute) (arch.unitroot.DFGLS attribute) reset() (arch.bootstrap.CircularBlockBootstrap method) (arch.bootstrap.IIDBootstrap method) (arch.bootstrap.IndependentSamplesBootstrap method) (arch.bootstrap.MCS method) (arch.bootstrap.MovingBlockBootstrap method) (arch.bootstrap.SPA method) (arch.bootstrap.StationaryBootstrap method) (arch.bootstrap.StepM method)

resid (arch.univariate.base.ARCHModelFixedResult attribute) (arch.univariate.base.ARCHModelResult attribute) resids() (arch.univariate.ARX method) (arch.univariate.ConstantMean method) (arch.univariate.HARX method) (arch.univariate.LS method) (arch.univariate.ZeroMean method) (arch.univariate.base.ARCHModel method) RiskMetrics2006 (class in arch.univariate) robust (arch.unitroot.VarianceRatio attribute) rsquared (arch.univariate.base.ARCHModelResult attribute) rsquared_adj (arch.univariate.base.ARCHModelResult attribute)

S

scale (arch.univariate.base.ARCHModelResult attribute) seed() (arch.bootstrap.CircularBlockBootstrap method) (arch.bootstrap.IIDBootstrap method) (arch.bootstrap.IndependentSamplesBootstrap method) (arch.bootstrap.MCS method) (arch.bootstrap.MovingBlockBootstrap method) (arch.bootstrap.SPA method) (arch.bootstrap.StationaryBootstrap method) (arch.bootstrap.StepM method) set_state() (arch.bootstrap.CircularBlockBootstrap method) (arch.bootstrap.IIDBootstrap method) (arch.bootstrap.IndependentSamplesBootstrap method) (arch.bootstrap.MovingBlockBootstrap method) (arch.bootstrap.StationaryBootstrap method) simulate() (arch.univariate.ARCH method) (arch.univariate.ARX method) (arch.univariate.ConstantMean method) (arch.univariate.ConstantVariance method) (arch.univariate.EGARCH method) (arch.univariate.EWMAVariance method) (arch.univariate.FIGARCH method) (arch.univariate.FixedVariance method) (arch.univariate.GARCH method) (arch.univariate.GeneralizedError method) (arch.univariate.HARCH method) (arch.univariate.HARX method) (arch.univariate.LS method) (arch.univariate.MIDASHyperbolic method) (arch.univariate.Normal method) (arch.univariate.RiskMetrics2006 method) (arch.univariate.SkewStudent method) (arch.univariate.StudentsT method) (arch.univariate.ZeroMean method) (arch.univariate.base.ARCHModel method) (arch.univariate.distribution.Distribution method) (arch.univariate.volatility.VolatilityProcess method) SkewStudent (class in arch.univariate) SPA (class in arch.bootstrap) start (arch.univariate.ARCH attribute) (arch.univariate.ConstantVariance attribute) (arch.univariate.EGARCH attribute) (arch.univariate.EWMAVariance attribute) (arch.univariate.FIGARCH attribute) (arch.univariate.FixedVariance attribute) (arch.univariate.GARCH attribute) (arch.univariate.HARCH attribute) (arch.univariate.MIDASHyperbolic attribute) (arch.univariate.RiskMetrics2006 attribute) (arch.univariate.volatility.VolatilityProcess attribute) starting_values() (arch.univariate.ARCH method) (arch.univariate.ARX method) (arch.univariate.ConstantMean method) (arch.univariate.ConstantVariance method) (arch.univariate.EGARCH method) (arch.univariate.EWMAVariance method) (arch.univariate.FIGARCH method) (arch.univariate.FixedVariance method) (arch.univariate.GARCH method) (arch.univariate.GeneralizedError method) (arch.univariate.HARCH method) (arch.univariate.HARX method) (arch.univariate.LS method) (arch.univariate.MIDASHyperbolic method) (arch.univariate.Normal method) (arch.univariate.RiskMetrics2006 method) (arch.univariate.SkewStudent method) (arch.univariate.StudentsT method) (arch.univariate.ZeroMean method) (arch.univariate.base.ARCHModel method) (arch.univariate.distribution.Distribution method) (arch.univariate.volatility.VolatilityProcess method)

stat (arch.unitroot.ADF attribute) (arch.unitroot.DFGLS attribute) (arch.unitroot.KPSS attribute) (arch.unitroot.PhillipsPerron attribute) (arch.unitroot.VarianceRatio attribute) (arch.unitroot.ZivotAndrews attribute) (arch.utility.testing.WaldTestStatistic attribute) StationaryBootstrap (class in arch.bootstrap) std_err (arch.univariate.base.ARCHModelResult attribute) std_resid (arch.univariate.base.ARCHModelFixedResult attribute) (arch.univariate.base.ARCHModelResult attribute) StepM (class in arch.bootstrap) stop (arch.univariate.ARCH attribute) (arch.univariate.ConstantVariance attribute) (arch.univariate.EGARCH attribute) (arch.univariate.EWMAVariance attribute) (arch.univariate.FIGARCH attribute) (arch.univariate.FixedVariance attribute) (arch.univariate.GARCH attribute) (arch.univariate.HARCH attribute) (arch.univariate.MIDASHyperbolic attribute) (arch.univariate.RiskMetrics2006 attribute) (arch.univariate.volatility.VolatilityProcess attribute) StudentsT (class in arch.univariate) subset() (arch.bootstrap.SPA method) summary() (arch.unitroot.ADF method) (arch.unitroot.DFGLS method) (arch.unitroot.KPSS method) (arch.unitroot.PhillipsPerron method) (arch.unitroot.VarianceRatio method) (arch.unitroot.ZivotAndrews method) (arch.univariate.base.ARCHModelFixedResult method) (arch.univariate.base.ARCHModelResult method) superior_models (arch.bootstrap.StepM attribute)

T

test_type (arch.unitroot.PhillipsPerron attribute) trend (arch.unitroot.ADF attribute) (arch.unitroot.DFGLS attribute) (arch.unitroot.KPSS attribute) (arch.unitroot.PhillipsPerron attribute) (arch.unitroot.VarianceRatio attribute) (arch.unitroot.ZivotAndrews attribute)

truncation (arch.univariate.FIGARCH attribute) tvalues (arch.univariate.base.ARCHModelResult attribute)

U

update_indices() (arch.bootstrap.CircularBlockBootstrap method) (arch.bootstrap.IIDBootstrap method) (arch.bootstrap.IndependentSamplesBootstrap method) (arch.bootstrap.MovingBlockBootstrap method) (arch.bootstrap.StationaryBootstrap method)

V

valid_trends (arch.unitroot.ADF attribute) (arch.unitroot.DFGLS attribute) (arch.unitroot.KPSS attribute) (arch.unitroot.PhillipsPerron attribute) (arch.unitroot.VarianceRatio attribute) (arch.unitroot.ZivotAndrews attribute) var() (arch.bootstrap.CircularBlockBootstrap method) (arch.bootstrap.IIDBootstrap method) (arch.bootstrap.IndependentSamplesBootstrap method) (arch.bootstrap.MovingBlockBootstrap method) (arch.bootstrap.StationaryBootstrap method) variance_bounds() (arch.univariate.ARCH method) (arch.univariate.ConstantVariance method) (arch.univariate.EGARCH method) (arch.univariate.EWMAVariance method) (arch.univariate.FIGARCH method) (arch.univariate.FixedVariance method) (arch.univariate.GARCH method) (arch.univariate.HARCH method) (arch.univariate.MIDASHyperbolic method) (arch.univariate.RiskMetrics2006 method) (arch.univariate.volatility.VolatilityProcess method)

VarianceRatio (class in arch.unitroot) volatility (arch.univariate.ARX attribute) (arch.univariate.ConstantMean attribute) (arch.univariate.HARX attribute) (arch.univariate.LS attribute) (arch.univariate.ZeroMean attribute) (arch.univariate.base.ARCHModel attribute) VolatilityProcess (class in arch.univariate.volatility) vr (arch.unitroot.VarianceRatio attribute)

W

WaldTestStatistic (class in arch.utility.testing)

X

x (arch.univariate.ARX attribute) (arch.univariate.ConstantMean attribute) (arch.univariate.HARX attribute) (arch.univariate.LS attribute) (arch.univariate.ZeroMean attribute)

Y

y (arch.unitroot.ADF attribute) (arch.unitroot.DFGLS attribute) (arch.unitroot.KPSS attribute) (arch.unitroot.PhillipsPerron attribute) (arch.unitroot.VarianceRatio attribute) (arch.unitroot.ZivotAndrews attribute) (arch.univariate.ARX attribute) (arch.univariate.ConstantMean attribute) (arch.univariate.HARX attribute) (arch.univariate.LS attribute) (arch.univariate.ZeroMean attribute) (arch.univariate.base.ARCHModel attribute)

Z

ZeroMean (class in arch.univariate)

ZivotAndrews (class in arch.unitroot)