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arch 4.13 (+31) arch.univariate.ARX.x

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Univariate Volatility Models
Mean Models
arch.univariate.ARX

arch 4.13 (+31)

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
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arch.univariate.ARX.x¶

property ARX.x¶

Gets the value of the exogenous regressors in the model

Return type: Union[ndarray, DataFrame, Series]

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