Skip to content

arch 6.3.0

arch.univariate.EWMAVariance.num_params

Initializing search

arch 6.3.0

Univariate Volatility Models
Univariate Volatility Models
- Introduction
- Examples
- Forecasting
- Volatility Forecasting
- Value-at-Risk Forecasting
- Forecasting Scenarios
- Forecasting with Exogenous Variables
- Mean Models
- Volatility Processes
  Volatility Processes
  - arch.univariate.ConstantVariance
  - arch.univariate.GARCH
  - arch.univariate.FIGARCH
  - arch.univariate.EGARCH
  - arch.univariate.HARCH
  - arch.univariate.MIDASHyperbolic
  - arch.univariate.ARCH
  - arch.univariate.APARCH
  - Parameterless Variance Processes
    
    Parameterless Variance Processes
    
    arch.univariate.EWMAVariance
    
    arch.univariate.EWMAVariance
    
    Carch.univariate.EWMAVariance
    
    Carch.univariate.EWMAVariance
    
    arch.univariate.EWMAVariance.backcast
    
    arch.univariate.EWMAVariance.backcast_transform
    
    arch.univariate.EWMAVariance.bounds
    
    arch.univariate.EWMAVariance.compute_variance
    
    arch.univariate.EWMAVariance.constraints
    
    arch.univariate.EWMAVariance.forecast
    
    arch.univariate.EWMAVariance.parameter_names
    
    arch.univariate.EWMAVariance.simulate
    
    arch.univariate.EWMAVariance.starting_values
    
    arch.univariate.EWMAVariance.update
    
    arch.univariate.EWMAVariance.variance_bounds
    
    arch.univariate.EWMAVariance.name
    
    arch.univariate.EWMAVariance.num_params arch.univariate.EWMAVariance.num_params
    Contents
    
    PEWMAVariance.num_params
    
    arch.univariate.EWMAVariance.start
    
    arch.univariate.EWMAVariance.stop
    
    arch.univariate.EWMAVariance.updateable
    
    arch.univariate.EWMAVariance.volatility_updater
    
    arch.univariate.RiskMetrics2006
  - FixedVariance
  - Writing New Volatility Processes
- Using the Fixed Variance Process
- Distributions
- Results
- Utilities
- Background and References
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Change Log

Contents

PEWMAVariance.num_params

arch.univariate.EWMAVariance.num_params¶

property EWMAVariance.num_params : int¶: The number of parameters in the model

Previous arch.univariate.EWMAVariance.name

Next arch.univariate.EWMAVariance.start

© Copyright 2021, Kevin Sheppard.

Created using Sphinx 7.2.6. and Sphinx-Immaterial