Skip to content

arch 7.2.0

arch.univariate.GARCH.start

Initializing search

arch 7.2.0

Univariate Volatility Models
Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Common Type Definitions
Change Log

Contents

PGARCH.start

arch.univariate.GARCH.start¶

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

Previous arch.univariate.GARCH.num_params

Next arch.univariate.GARCH.stop

© Copyright 2021, Kevin Sheppard.

Created using Sphinx 8.1.3. and Sphinx-Immaterial