arch.univariate.ZeroMean.fix

ZeroMean.fix(params, first_obs=None, last_obs=None)

Allows an ARCHModelFixedResult to be constructed from fixed parameters.

Parameters
params{ndarray, Series}

User specified parameters to use when generating the result. Must have the correct number of parameters for a given choice of mean model, volatility model and distribution.

first_obs{int, str, datetime, Timestamp}

First observation to use when fixing model

last_obs{int, str, datetime, Timestamp}

Last observation to use when fixing model

Returns
resultsARCHModelFixedResult

Object containing model results

Notes

Parameters are not checked against model-specific constraints.

Return type

ARCHModelFixedResult