arch.univariate.SkewStudent.starting_values

SkewStudent.starting_values(std_resid)[source]

Construct starting values for use in optimization.

Parameters
std_residndarray

Estimated standardized residuals to use in computing starting values for the shape parameter

Returns
svndarray

Array containing starting valuer for shape parameter

Notes

Uses relationship between kurtosis and degree of freedom parameter to produce a moment-based estimator for the starting values.

Return type

ndarray