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arch 7.2.0

arch.univariate.FixedVariance.start

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arch 7.2.0

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
  - FixedVariance
    
    FixedVariance
    
    arch.univariate.FixedVariance
    
    arch.univariate.FixedVariance
    
    Carch.univariate.FixedVariance
    
    Carch.univariate.FixedVariance
    
    arch.univariate.FixedVariance.backcast
    
    arch.univariate.FixedVariance.backcast_transform
    
    arch.univariate.FixedVariance.bounds
    
    arch.univariate.FixedVariance.compute_variance
    
    arch.univariate.FixedVariance.constraints
    
    arch.univariate.FixedVariance.forecast
    
    arch.univariate.FixedVariance.parameter_names
    
    arch.univariate.FixedVariance.simulate
    
    arch.univariate.FixedVariance.starting_values
    
    arch.univariate.FixedVariance.update
    
    arch.univariate.FixedVariance.variance_bounds
    
    arch.univariate.FixedVariance.name
    
    arch.univariate.FixedVariance.num_params
    
    arch.univariate.FixedVariance.start arch.univariate.FixedVariance.start
    Contents
    
    PFixedVariance.start
    
    arch.univariate.FixedVariance.stop
    
    arch.univariate.FixedVariance.updateable
    
    arch.univariate.FixedVariance.volatility_updater
  - 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
Common Type Definitions
Change Log

Contents

PFixedVariance.start

arch.univariate.FixedVariance.start¶

property FixedVariance.start : int¶: Index to use to start variance subarray selection

Previous arch.univariate.FixedVariance.num_params

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© Copyright 2021, Kevin Sheppard.

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