# arch.covariance.kernel.Andrews¶

class arch.covariance.kernel.Andrews(x, bandwidth=None, df_adjust=0, center=True, weights=None, force_int=False)[source]

Alternative name of the QuadraticSpectral covariance estimator.

Methods

Properties

 bandwidth The bandwidth used by the covariance estimator. bandwidth_scale The power used in optimal bandwidth calculation. centered Flag indicating whether the data are centered (demeaned). cov The estimated covariances. force_int Flag indicating whether the bandwidth is restricted to be an integer. kernel_const The constant used in optimal bandwidth calculation. kernel_weights Weights used in covariance calculation. name The covariance estimator’s name. opt_bandwidth Estimate optimal bandwidth. rate The optimal rate used in bandwidth selection.