Skip to content

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

Type to start searching

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
Change Log

Show Source

arch.univariate.ARX.y¶

property ARX.y¶

Returns the dependent variable

Return type: Union[ndarray, DataFrame, Series, None]

Previous arch.univariate.ARX.x

Next arch.univariate.HARX

© Copyright 2019, Kevin Sheppard.

Created using Sphinx 3.0.1. and Material for Sphinx