# Mean Models¶

All ARCH models start by specifying a mean model.

 ZeroMean([y, hold_back, volatility, …]) Model with zero conditional mean estimation and simulation ConstantMean([y, hold_back, volatility, …]) Constant mean model estimation and simulation. ARX([y, x, lags, constant, hold_back, …]) Autoregressive model with optional exogenous regressors estimation and simulation HARX([y, x, lags, constant, use_rotated, …]) Heterogeneous Autoregression (HAR), with optional exogenous regressors, model estimation and simulation LS([y, x, constant, hold_back, volatility, …]) Least squares model estimation and simulation

## Writing New Mean Models¶

All mean models must inherit from :class:ARCHModel and provide all public methods. There are two optional private methods that should be provided if applicable.

 ARCHModel([y, volatility, distribution, …]) Abstract base class for mean models in ARCH processes.