arch.univariate.Normal.starting_values¶
-
Normal.
starting_values
(std_resid)[source]¶ Construct starting values for use in optimization.
- Parameters
std_resid (ndarray) -- Estimated standardized residuals to use in computing starting values for the shape parameter
- Returns
sv -- The estimated shape parameters for the distribution
- Return type
ndarray
Notes
Size of sv depends on the distribution