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arch 6.3.0
arch.univariate.base.ARCHModelResult.rsquared
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arch
arch 6.3.0
arch
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
Using the Fixed Variance Process
Distributions
Results
Results
arch.
univariate.
base.
ARCHModel
Result
arch.
univariate.
base.
ARCHModel
Result
C
arch.
univariate.
base.
ARCHModel
Result
C
arch.
univariate.
base.
ARCHModel
Result
arch.
univariate.
base.
ARCHModel
Result.
arch_
lm_
test
arch.
univariate.
base.
ARCHModel
Result.
conf_
int
arch.
univariate.
base.
ARCHModel
Result.
forecast
arch.
univariate.
base.
ARCHModel
Result.
hedgehog_
plot
arch.
univariate.
base.
ARCHModel
Result.
plot
arch.
univariate.
base.
ARCHModel
Result.
summary
arch.
univariate.
base.
ARCHModel
Result.
aic
arch.
univariate.
base.
ARCHModel
Result.
bic
arch.
univariate.
base.
ARCHModel
Result.
conditional_
volatility
arch.
univariate.
base.
ARCHModel
Result.
convergence_
flag
arch.
univariate.
base.
ARCHModel
Result.
fit_
start
arch.
univariate.
base.
ARCHModel
Result.
fit_
stop
arch.
univariate.
base.
ARCHModel
Result.
loglikelihood
arch.
univariate.
base.
ARCHModel
Result.
model
arch.
univariate.
base.
ARCHModel
Result.
nobs
arch.
univariate.
base.
ARCHModel
Result.
num_
params
arch.
univariate.
base.
ARCHModel
Result.
optimization_
result
arch.
univariate.
base.
ARCHModel
Result.
param_
cov
arch.
univariate.
base.
ARCHModel
Result.
params
arch.
univariate.
base.
ARCHModel
Result.
pvalues
arch.
univariate.
base.
ARCHModel
Result.
resid
arch.
univariate.
base.
ARCHModel
Result.
rsquared
arch.
univariate.
base.
ARCHModel
Result.
rsquared
Contents
P
ARCHModel
Result.
rsquared
arch.
univariate.
base.
ARCHModel
Result.
rsquared_
adj
arch.
univariate.
base.
ARCHModel
Result.
scale
arch.
univariate.
base.
ARCHModel
Result.
std_
err
arch.
univariate.
base.
ARCHModel
Result.
std_
resid
arch.
univariate.
base.
ARCHModel
Result.
tvalues
arch.
univariate.
base.
ARCHModel
Fixed
Result
Utilities
Background and References
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-
run Covariance Estimation
API Reference
Change Log
Contents
P
ARCHModel
Result.
rsquared
arch.univariate.base.ARCHModelResult.rsquared
¶
property
ARCHModelResult.
rsquared
:
float
¶
R-squared