Index

A

ADF (class in arch.unitroot) aic() (arch.univariate.base.ARCHModelFixedResult property) (arch.univariate.base.ARCHModelResult property) alternative_hypothesis() (arch.unitroot.ADF property) (arch.unitroot.cointegration.EngleGrangerTestResults property) (arch.unitroot.cointegration.PhillipsOuliarisTestResults property) (arch.unitroot.DFGLS property) (arch.unitroot.KPSS property) (arch.unitroot.PhillipsPerron property) (arch.unitroot.VarianceRatio property) (arch.unitroot.ZivotAndrews property) Andrews (class in arch.covariance.kernel) APARCH (class in arch.univariate) 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.covariance.kernel module arch.unitroot module arch.unitroot.cointegration module arch.utility.testing module arch_lm_test() (arch.univariate.base.ARCHModelFixedResult method) (arch.univariate.base.ARCHModelResult method) arch_model() (in module arch.univariate) 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.APARCH method) (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.APARCH method) (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) bandwidth() (arch.covariance.kernel.Andrews property) (arch.covariance.kernel.Bartlett property) (arch.covariance.kernel.Gallant property) (arch.covariance.kernel.NeweyWest property) (arch.covariance.kernel.Parzen property) (arch.covariance.kernel.ParzenCauchy property) (arch.covariance.kernel.ParzenGeometric property) (arch.covariance.kernel.ParzenRiesz property) (arch.covariance.kernel.QuadraticSpectral property) (arch.covariance.kernel.TukeyHamming property) (arch.covariance.kernel.TukeyHanning property) (arch.covariance.kernel.TukeyParzen property) (arch.unitroot.cointegration.CointegrationAnalysisResults property) (arch.unitroot.cointegration.DynamicOLSResults property) (arch.unitroot.cointegration.PhillipsOuliarisTestResults property) bandwidth_scale() (arch.covariance.kernel.Andrews property) (arch.covariance.kernel.Bartlett property) (arch.covariance.kernel.Gallant property) (arch.covariance.kernel.NeweyWest property) (arch.covariance.kernel.Parzen property) (arch.covariance.kernel.ParzenCauchy property) (arch.covariance.kernel.ParzenGeometric property) (arch.covariance.kernel.ParzenRiesz property) (arch.covariance.kernel.QuadraticSpectral property) (arch.covariance.kernel.TukeyHamming property) (arch.covariance.kernel.TukeyHanning property) (arch.covariance.kernel.TukeyParzen property)

Bartlett (class in arch.covariance.kernel) better_models() (arch.bootstrap.SPA method) bic() (arch.univariate.base.ARCHModelFixedResult property) (arch.univariate.base.ARCHModelResult property) bootstrap() (arch.bootstrap.CircularBlockBootstrap method) (arch.bootstrap.IIDBootstrap method) (arch.bootstrap.IndependentSamplesBootstrap method) (arch.bootstrap.MovingBlockBootstrap method) (arch.bootstrap.StationaryBootstrap method) bounds() (arch.univariate.APARCH method) (arch.univariate.ARCH method) (arch.univariate.ARX method) (arch.univariate.base.ARCHModel method) (arch.univariate.ConstantMean method) (arch.univariate.ConstantVariance method) (arch.univariate.distribution.Distribution 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.volatility.VolatilityProcess method) (arch.univariate.ZeroMean method)

C

CanonicalCointegratingReg (class in arch.unitroot.cointegration) cdf() (arch.univariate.distribution.Distribution method) (arch.univariate.GeneralizedError method) (arch.univariate.Normal method) (arch.univariate.SkewStudent method) (arch.univariate.StudentsT method) centered() (arch.covariance.kernel.Andrews property) (arch.covariance.kernel.Bartlett property) (arch.covariance.kernel.Gallant property) (arch.covariance.kernel.NeweyWest property) (arch.covariance.kernel.Parzen property) (arch.covariance.kernel.ParzenCauchy property) (arch.covariance.kernel.ParzenGeometric property) (arch.covariance.kernel.ParzenRiesz property) (arch.covariance.kernel.QuadraticSpectral property) (arch.covariance.kernel.TukeyHamming property) (arch.covariance.kernel.TukeyHanning property) (arch.covariance.kernel.TukeyParzen property) 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) cointegrating_vector() (arch.unitroot.cointegration.EngleGrangerTestResults property) (arch.unitroot.cointegration.PhillipsOuliarisTestResults property) CointegrationAnalysisResults (class in arch.unitroot.cointegration) common_asym() (arch.univariate.APARCH property) compute() (arch.bootstrap.MCS method) (arch.bootstrap.SPA method) (arch.bootstrap.StepM method) compute_param_cov() (arch.univariate.ARX method) (arch.univariate.base.ARCHModel method) (arch.univariate.ConstantMean method) (arch.univariate.HARX method) (arch.univariate.LS method) (arch.univariate.ZeroMean method) compute_variance() (arch.univariate.APARCH method) (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 property) (arch.univariate.base.ARCHModelResult property) 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.APARCH method) (arch.univariate.ARCH method) (arch.univariate.ARX method) (arch.univariate.base.ARCHModel method) (arch.univariate.ConstantMean method) (arch.univariate.ConstantVariance method) (arch.univariate.distribution.Distribution 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.volatility.VolatilityProcess method) (arch.univariate.ZeroMean method) convergence_flag() (arch.univariate.base.ARCHModelResult property) cov() (arch.bootstrap.CircularBlockBootstrap method) (arch.bootstrap.IIDBootstrap method) (arch.bootstrap.IndependentSamplesBootstrap method) (arch.bootstrap.MovingBlockBootstrap method) (arch.bootstrap.StationaryBootstrap method) (arch.covariance.kernel.Andrews property) (arch.covariance.kernel.Bartlett property) (arch.covariance.kernel.Gallant property) (arch.covariance.kernel.NeweyWest property) (arch.covariance.kernel.Parzen property) (arch.covariance.kernel.ParzenCauchy property) (arch.covariance.kernel.ParzenGeometric property) (arch.covariance.kernel.ParzenRiesz property) (arch.covariance.kernel.QuadraticSpectral property) (arch.covariance.kernel.TukeyHamming property) (arch.covariance.kernel.TukeyHanning property) (arch.covariance.kernel.TukeyParzen property) (arch.unitroot.cointegration.CointegrationAnalysisResults property) (arch.unitroot.cointegration.DynamicOLSResults property) cov_type() (arch.unitroot.cointegration.DynamicOLSResults property) CovarianceEstimate (class in arch.covariance.kernel) critical_values() (arch.bootstrap.SPA method) (arch.unitroot.ADF property) (arch.unitroot.cointegration.EngleGrangerTestResults property) (arch.unitroot.cointegration.PhillipsOuliarisTestResults property) (arch.unitroot.DFGLS property) (arch.unitroot.KPSS property) (arch.unitroot.PhillipsPerron property) (arch.unitroot.VarianceRatio property) (arch.unitroot.ZivotAndrews property) (arch.utility.testing.WaldTestStatistic property)

D

debiased() (arch.unitroot.VarianceRatio property) delta() (arch.univariate.APARCH property) DFGLS (class in arch.unitroot) Distribution (class in arch.univariate.distribution) distribution() (arch.univariate.ARX property) (arch.univariate.base.ARCHModel property) (arch.univariate.ConstantMean property) (arch.univariate.HARX property) (arch.univariate.LS property) (arch.univariate.ZeroMean property)

distribution_order() (arch.unitroot.cointegration.EngleGrangerTestResults property) (arch.unitroot.cointegration.PhillipsOuliarisTestResults property) DynamicOLS (class in arch.unitroot.cointegration) DynamicOLSResults (class in arch.unitroot.cointegration)

E

EGARCH (class in arch.univariate) engle_granger() (in module arch.unitroot.cointegration)

EngleGrangerTestResults (class in arch.unitroot.cointegration) EWMAVariance (class in arch.univariate) excluded() (arch.bootstrap.MCS property)

F

FIGARCH (class in arch.univariate) fit() (arch.unitroot.cointegration.CanonicalCointegratingReg method) (arch.unitroot.cointegration.DynamicOLS method) (arch.unitroot.cointegration.FullyModifiedOLS method) (arch.univariate.ARX method) (arch.univariate.base.ARCHModel method) (arch.univariate.ConstantMean method) (arch.univariate.HARX method) (arch.univariate.LS method) (arch.univariate.ZeroMean method) fit_start() (arch.univariate.base.ARCHModelResult property) fit_stop() (arch.univariate.base.ARCHModelResult property) fix() (arch.univariate.ARX method) (arch.univariate.base.ARCHModel method) (arch.univariate.ConstantMean method) (arch.univariate.HARX method) (arch.univariate.LS method) (arch.univariate.ZeroMean method) FixedVariance (class in arch.univariate) force_int() (arch.covariance.kernel.Andrews property) (arch.covariance.kernel.Bartlett property) (arch.covariance.kernel.Gallant property) (arch.covariance.kernel.NeweyWest property) (arch.covariance.kernel.Parzen property) (arch.covariance.kernel.ParzenCauchy property) (arch.covariance.kernel.ParzenGeometric property) (arch.covariance.kernel.ParzenRiesz property) (arch.covariance.kernel.QuadraticSpectral property) (arch.covariance.kernel.TukeyHamming property) (arch.covariance.kernel.TukeyHanning property) (arch.covariance.kernel.TukeyParzen property)

forecast() (arch.univariate.APARCH method) (arch.univariate.ARCH method) (arch.univariate.ARX method) (arch.univariate.base.ARCHModel method) (arch.univariate.base.ARCHModelFixedResult method) (arch.univariate.base.ARCHModelResult 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.volatility.VolatilityProcess method) (arch.univariate.ZeroMean method) full_cov() (arch.unitroot.cointegration.DynamicOLSResults property) full_params() (arch.unitroot.cointegration.DynamicOLSResults property) FullyModifiedOLS (class in arch.unitroot.cointegration)

G

Gallant (class in arch.covariance.kernel) 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 property) IndependentSamplesBootstrap (class in arch.bootstrap) index() (arch.bootstrap.CircularBlockBootstrap property) (arch.bootstrap.IIDBootstrap property) (arch.bootstrap.IndependentSamplesBootstrap property) (arch.bootstrap.MovingBlockBootstrap property) (arch.bootstrap.StationaryBootstrap property) (arch.univariate.base.ARCHModelForecastSimulation property)

K

kernel() (arch.unitroot.cointegration.CointegrationAnalysisResults property) (arch.unitroot.cointegration.DynamicOLSResults property) (arch.unitroot.cointegration.PhillipsOuliarisTestResults property) kernel_const() (arch.covariance.kernel.Andrews property) (arch.covariance.kernel.Bartlett property) (arch.covariance.kernel.Gallant property) (arch.covariance.kernel.NeweyWest property) (arch.covariance.kernel.Parzen property) (arch.covariance.kernel.ParzenCauchy property) (arch.covariance.kernel.ParzenGeometric property) (arch.covariance.kernel.ParzenRiesz property) (arch.covariance.kernel.QuadraticSpectral property) (arch.covariance.kernel.TukeyHamming property) (arch.covariance.kernel.TukeyHanning property) (arch.covariance.kernel.TukeyParzen property)

kernel_weights() (arch.covariance.kernel.Andrews property) (arch.covariance.kernel.Bartlett property) (arch.covariance.kernel.Gallant property) (arch.covariance.kernel.NeweyWest property) (arch.covariance.kernel.Parzen property) (arch.covariance.kernel.ParzenCauchy property) (arch.covariance.kernel.ParzenGeometric property) (arch.covariance.kernel.ParzenRiesz property) (arch.covariance.kernel.QuadraticSpectral property) (arch.covariance.kernel.TukeyHamming property) (arch.covariance.kernel.TukeyHanning property) (arch.covariance.kernel.TukeyParzen property) KPSS (class in arch.unitroot)

L

lags() (arch.unitroot.ADF property) (arch.unitroot.cointegration.DynamicOLSResults property) (arch.unitroot.cointegration.EngleGrangerTestResults property) (arch.unitroot.DFGLS property) (arch.unitroot.KPSS property) (arch.unitroot.PhillipsPerron property) (arch.unitroot.VarianceRatio property) (arch.unitroot.ZivotAndrews property) leads() (arch.unitroot.cointegration.DynamicOLSResults property) loglikelihood() (arch.univariate.base.ARCHModelFixedResult property) (arch.univariate.base.ARCHModelResult property) (arch.univariate.distribution.Distribution method) (arch.univariate.GeneralizedError method) (arch.univariate.Normal method) (arch.univariate.SkewStudent method) (arch.univariate.StudentsT method)

long_run() (arch.covariance.kernel.CovarianceEstimate property) long_run_variance() (arch.unitroot.cointegration.CointegrationAnalysisResults property) (arch.unitroot.cointegration.DynamicOLSResults property) LS (class in arch.univariate)

M

max_lags() (arch.unitroot.ADF property) (arch.unitroot.cointegration.EngleGrangerTestResults property) (arch.unitroot.DFGLS property) MCS (class in arch.bootstrap) mean() (arch.univariate.base.ARCHModelForecast property) MIDASHyperbolic (class in arch.univariate) model() (arch.univariate.base.ARCHModelFixedResult property) (arch.univariate.base.ARCHModelResult property) module arch.bootstrap arch.bootstrap.multiple_comparison arch.covariance.kernel arch.unitroot arch.unitroot.cointegration arch.utility.testing

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.covariance.kernel.Andrews property) (arch.covariance.kernel.Bartlett property) (arch.covariance.kernel.Gallant property) (arch.covariance.kernel.NeweyWest property) (arch.covariance.kernel.Parzen property) (arch.covariance.kernel.ParzenCauchy property) (arch.covariance.kernel.ParzenGeometric property) (arch.covariance.kernel.ParzenRiesz property) (arch.covariance.kernel.QuadraticSpectral property) (arch.covariance.kernel.TukeyHamming property) (arch.covariance.kernel.TukeyHanning property) (arch.covariance.kernel.TukeyParzen property) (arch.unitroot.cointegration.EngleGrangerTestResults property) (arch.unitroot.cointegration.PhillipsOuliarisTestResults property) (arch.univariate.APARCH property) (arch.univariate.ARCH property) (arch.univariate.ARX property) (arch.univariate.base.ARCHModel property) (arch.univariate.ConstantMean property) (arch.univariate.ConstantVariance property) (arch.univariate.distribution.Distribution property) (arch.univariate.EGARCH property) (arch.univariate.EWMAVariance property) (arch.univariate.FIGARCH property) (arch.univariate.FixedVariance property) (arch.univariate.GARCH property) (arch.univariate.GeneralizedError property) (arch.univariate.HARCH property) (arch.univariate.HARX property) (arch.univariate.LS property) (arch.univariate.MIDASHyperbolic property) (arch.univariate.Normal property) (arch.univariate.RiskMetrics2006 property) (arch.univariate.SkewStudent property) (arch.univariate.StudentsT property) (arch.univariate.volatility.VolatilityProcess property) (arch.univariate.ZeroMean property) NeweyWest (class in arch.covariance.kernel)

nobs() (arch.unitroot.ADF property) (arch.unitroot.DFGLS property) (arch.unitroot.KPSS property) (arch.unitroot.PhillipsPerron property) (arch.unitroot.VarianceRatio property) (arch.unitroot.ZivotAndrews property) (arch.univariate.base.ARCHModelFixedResult property) (arch.univariate.base.ARCHModelResult property) Normal (class in arch.univariate) null() (arch.utility.testing.WaldTestStatistic property) null_hypothesis() (arch.unitroot.ADF property) (arch.unitroot.cointegration.EngleGrangerTestResults property) (arch.unitroot.cointegration.PhillipsOuliarisTestResults property) (arch.unitroot.DFGLS property) (arch.unitroot.KPSS property) (arch.unitroot.PhillipsPerron property) (arch.unitroot.VarianceRatio property) (arch.unitroot.ZivotAndrews property) num_params() (arch.univariate.APARCH property) (arch.univariate.ARCH property) (arch.univariate.ARX property) (arch.univariate.base.ARCHModel property) (arch.univariate.base.ARCHModelFixedResult property) (arch.univariate.base.ARCHModelResult property) (arch.univariate.ConstantMean property) (arch.univariate.ConstantVariance property) (arch.univariate.EGARCH property) (arch.univariate.EWMAVariance property) (arch.univariate.FIGARCH property) (arch.univariate.FixedVariance property) (arch.univariate.GARCH property) (arch.univariate.HARCH property) (arch.univariate.HARX property) (arch.univariate.LS property) (arch.univariate.MIDASHyperbolic property) (arch.univariate.RiskMetrics2006 property) (arch.univariate.volatility.VolatilityProcess property) (arch.univariate.ZeroMean property)

O

one_sided() (arch.covariance.kernel.CovarianceEstimate property) one_sided_strict() (arch.covariance.kernel.CovarianceEstimate property) opt_bandwidth() (arch.covariance.kernel.Andrews property) (arch.covariance.kernel.Bartlett property) (arch.covariance.kernel.Gallant property) (arch.covariance.kernel.NeweyWest property) (arch.covariance.kernel.Parzen property) (arch.covariance.kernel.ParzenCauchy property) (arch.covariance.kernel.ParzenGeometric property) (arch.covariance.kernel.ParzenRiesz property) (arch.covariance.kernel.QuadraticSpectral property) (arch.covariance.kernel.TukeyHamming property) (arch.covariance.kernel.TukeyHanning property) (arch.covariance.kernel.TukeyParzen property)

optimal_block_length() (in module arch.bootstrap) optimization_result() (arch.univariate.base.ARCHModelResult property) overlap() (arch.unitroot.VarianceRatio property)

P

param_cov() (arch.univariate.base.ARCHModelResult property) parameter_names() (arch.univariate.APARCH method) (arch.univariate.ARCH method) (arch.univariate.ARX method) (arch.univariate.base.ARCHModel method) (arch.univariate.ConstantMean method) (arch.univariate.ConstantVariance method) (arch.univariate.distribution.Distribution 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.volatility.VolatilityProcess method) (arch.univariate.ZeroMean method) params() (arch.unitroot.cointegration.CointegrationAnalysisResults property) (arch.unitroot.cointegration.DynamicOLSResults property) (arch.univariate.base.ARCHModelFixedResult property) (arch.univariate.base.ARCHModelResult property) partial_moment() (arch.univariate.distribution.Distribution method) (arch.univariate.GeneralizedError method) (arch.univariate.Normal method) (arch.univariate.SkewStudent method) (arch.univariate.StudentsT method)

Parzen (class in arch.covariance.kernel) ParzenCauchy (class in arch.covariance.kernel) ParzenGeometric (class in arch.covariance.kernel) ParzenRiesz (class in arch.covariance.kernel) phillips_ouliaris() (in module arch.unitroot.cointegration) PhillipsOuliarisTestResults (class in arch.unitroot.cointegration) PhillipsPerron (class in arch.unitroot) plot() (arch.unitroot.cointegration.EngleGrangerTestResults method) (arch.unitroot.cointegration.PhillipsOuliarisTestResults method) (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 property) pvalue() (arch.unitroot.ADF property) (arch.unitroot.cointegration.EngleGrangerTestResults property) (arch.unitroot.cointegration.PhillipsOuliarisTestResults property) (arch.unitroot.DFGLS property) (arch.unitroot.KPSS property) (arch.unitroot.PhillipsPerron property) (arch.unitroot.VarianceRatio property) (arch.unitroot.ZivotAndrews property) pvalues() (arch.bootstrap.MCS property) (arch.bootstrap.SPA property) (arch.unitroot.cointegration.CointegrationAnalysisResults property) (arch.unitroot.cointegration.DynamicOLSResults property) (arch.univariate.base.ARCHModelResult property)

Q

QuadraticSpectral (class in arch.covariance.kernel)

R

random_state() (arch.bootstrap.CircularBlockBootstrap property) (arch.bootstrap.IIDBootstrap property) (arch.bootstrap.IndependentSamplesBootstrap property) (arch.bootstrap.MovingBlockBootstrap property) (arch.bootstrap.StationaryBootstrap property) (arch.univariate.distribution.Distribution property) (arch.univariate.GeneralizedError property) (arch.univariate.Normal property) (arch.univariate.SkewStudent property) (arch.univariate.StudentsT property) rate() (arch.covariance.kernel.Andrews property) (arch.covariance.kernel.Bartlett property) (arch.covariance.kernel.Gallant property) (arch.covariance.kernel.NeweyWest property) (arch.covariance.kernel.Parzen property) (arch.covariance.kernel.ParzenCauchy property) (arch.covariance.kernel.ParzenGeometric property) (arch.covariance.kernel.ParzenRiesz property) (arch.covariance.kernel.QuadraticSpectral property) (arch.covariance.kernel.TukeyHamming property) (arch.covariance.kernel.TukeyHanning property) (arch.covariance.kernel.TukeyParzen property) regression() (arch.unitroot.ADF property) (arch.unitroot.DFGLS property) (arch.unitroot.PhillipsPerron property) 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.unitroot.cointegration.CointegrationAnalysisResults property) (arch.unitroot.cointegration.DynamicOLSResults property) (arch.unitroot.cointegration.EngleGrangerTestResults property) (arch.unitroot.cointegration.PhillipsOuliarisTestResults property) (arch.univariate.base.ARCHModelFixedResult property) (arch.univariate.base.ARCHModelResult property) resids() (arch.univariate.ARX method) (arch.univariate.base.ARCHModel method) (arch.univariate.ConstantMean method) (arch.univariate.HARX method) (arch.univariate.LS method) (arch.univariate.ZeroMean method) residual_variance() (arch.unitroot.cointegration.CointegrationAnalysisResults property) (arch.unitroot.cointegration.DynamicOLSResults property) (arch.univariate.base.ARCHModelForecast property) residual_variances() (arch.univariate.base.ARCHModelForecastSimulation property) residuals() (arch.univariate.base.ARCHModelForecastSimulation property) rho() (arch.unitroot.cointegration.EngleGrangerTestResults property) RiskMetrics2006 (class in arch.univariate) robust() (arch.unitroot.VarianceRatio property) rsquared() (arch.unitroot.cointegration.CointegrationAnalysisResults property) (arch.unitroot.cointegration.DynamicOLSResults property) (arch.univariate.base.ARCHModelResult property) rsquared_adj() (arch.unitroot.cointegration.CointegrationAnalysisResults property) (arch.unitroot.cointegration.DynamicOLSResults property) (arch.univariate.base.ARCHModelResult property)

S

scale() (arch.univariate.base.ARCHModelResult property) 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) short_run() (arch.covariance.kernel.CovarianceEstimate property) simulate() (arch.univariate.APARCH method) (arch.univariate.ARCH method) (arch.univariate.ARX method) (arch.univariate.base.ARCHModel method) (arch.univariate.ConstantMean method) (arch.univariate.ConstantVariance method) (arch.univariate.distribution.Distribution 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.volatility.VolatilityProcess method) (arch.univariate.ZeroMean method) simulations() (arch.univariate.base.ARCHModelForecast property) SkewStudent (class in arch.univariate) SPA (class in arch.bootstrap) start() (arch.univariate.APARCH property) (arch.univariate.ARCH property) (arch.univariate.ConstantVariance property) (arch.univariate.EGARCH property) (arch.univariate.EWMAVariance property) (arch.univariate.FIGARCH property) (arch.univariate.FixedVariance property) (arch.univariate.GARCH property) (arch.univariate.HARCH property) (arch.univariate.MIDASHyperbolic property) (arch.univariate.RiskMetrics2006 property) (arch.univariate.volatility.VolatilityProcess property) starting_values() (arch.univariate.APARCH method) (arch.univariate.ARCH method) (arch.univariate.ARX method) (arch.univariate.base.ARCHModel method) (arch.univariate.ConstantMean method) (arch.univariate.ConstantVariance method) (arch.univariate.distribution.Distribution 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.volatility.VolatilityProcess method) (arch.univariate.ZeroMean method)

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

T

test_type() (arch.unitroot.PhillipsPerron property) trend() (arch.unitroot.ADF property) (arch.unitroot.cointegration.EngleGrangerTestResults property) (arch.unitroot.cointegration.PhillipsOuliarisTestResults property) (arch.unitroot.DFGLS property) (arch.unitroot.KPSS property) (arch.unitroot.PhillipsPerron property) (arch.unitroot.VarianceRatio property) (arch.unitroot.ZivotAndrews property)

truncation() (arch.univariate.FIGARCH property) TukeyHamming (class in arch.covariance.kernel) TukeyHanning (class in arch.covariance.kernel) TukeyParzen (class in arch.covariance.kernel) tvalues() (arch.unitroot.cointegration.CointegrationAnalysisResults property) (arch.unitroot.cointegration.DynamicOLSResults property) (arch.univariate.base.ARCHModelResult property)

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 property) (arch.unitroot.DFGLS property) (arch.unitroot.KPSS property) (arch.unitroot.PhillipsPerron property) (arch.unitroot.VarianceRatio property) (arch.unitroot.ZivotAndrews property) values() (arch.univariate.base.ARCHModelForecastSimulation property) var() (arch.bootstrap.CircularBlockBootstrap method) (arch.bootstrap.IIDBootstrap method) (arch.bootstrap.IndependentSamplesBootstrap method) (arch.bootstrap.MovingBlockBootstrap method) (arch.bootstrap.StationaryBootstrap method) variance() (arch.univariate.base.ARCHModelForecast property) variance_bounds() (arch.univariate.APARCH method) (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) variances() (arch.univariate.base.ARCHModelForecastSimulation property) volatility() (arch.univariate.ARX property) (arch.univariate.base.ARCHModel property) (arch.univariate.ConstantMean property) (arch.univariate.HARX property) (arch.univariate.LS property) (arch.univariate.ZeroMean property) VolatilityProcess (class in arch.univariate.volatility) vr() (arch.unitroot.VarianceRatio property)

W

WaldTestStatistic (class in arch.utility.testing)

X

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

Y

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

Z

ZeroMean (class in arch.univariate)

ZivotAndrews (class in arch.unitroot)