arch.univariate.base.ARCHModelForecastSimulation¶

class arch.univariate.base.ARCHModelForecastSimulation(index, values, residuals, variances, residual_variances)[source]¶

Container for a simulation or bootstrap-based forecasts from an ARCH Model

Parameters¶

index¶

values¶

residuals¶

variances¶

residual_variances¶

Methods

Properties

index	The index aligned to dimension 0 of the simulation paths
residual_variances	Simulated variance of the residuals
residuals	Simulated residuals used to produce the values
values	The values of the process
variances	Simulated variances of the values