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Univariate Volatility Models
Introduction
Examples
Forecasting
Volatility Forecasting
Value-at-Risk Forecasting
Forecasting Scenarios
Forecasting with Exogenous Variables
Mean Models
Volatility Processes
Using the Fixed Variance Process
Distributions
Results
arch.univariate.base.ARCHModelResult
arch.univariate.base.ARCHModelFixedResult
arch.univariate.base.ARCHModelFixedResult.arch_lm_test
arch.univariate.base.ARCHModelFixedResult.forecast
arch.univariate.base.ARCHModelFixedResult.hedgehog_plot
arch.univariate.base.ARCHModelFixedResult.plot
arch.univariate.base.ARCHModelFixedResult.summary
arch.univariate.base.ARCHModelFixedResult.aic
arch.univariate.base.ARCHModelFixedResult.bic
arch.univariate.base.ARCHModelFixedResult.conditional_volatility
arch.univariate.base.ARCHModelFixedResult.loglikelihood
arch.univariate.base.ARCHModelFixedResult.model
arch.univariate.base.ARCHModelFixedResult.nobs
arch.univariate.base.ARCHModelFixedResult.num_params
arch.univariate.base.ARCHModelFixedResult.params
arch.univariate.base.ARCHModelFixedResult.resid
arch.univariate.base.ARCHModelFixedResult.std_resid
Utilities
Background and References
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Change Log
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Univariate Volatility Models
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Model Results
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arch.univariate.base.ARCHModelFixedResult
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arch.univariate.base.ARCHModelFixedResult.std_resid
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arch.univariate.base.ARCHModelFixedResult.std_resid
¶
property
ARCHModelFixedResult.
std_resid
[source]
¶
Residuals standardized by conditional volatility
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