arch.univariate.HARX.fix¶
-
HARX.
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
results -- Object containing model results
- Return type
Notes
Parameters are not checked against model-specific constraints.