Skip to content

arch 4.13 (+31) arch.univariate.base.ARCHModelResult.rsquared_adj

Type to start searching

Univariate Volatility Models
Model Results
arch.univariate.base.ARCHModelResult

arch 4.13 (+31)

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Change Log

Show Source

arch.univariate.base.ARCHModelResult.rsquared_adj¶

property ARCHModelResult.rsquared_adj[source]¶: Degree of freedom adjusted R-squared

Previous arch.univariate.base.ARCHModelResult.rsquared

Next arch.univariate.base.ARCHModelResult.scale

© Copyright 2019, Kevin Sheppard.

Created using Sphinx 3.0.1. and Material for Sphinx