Skip to content

arch 4.13 (+31) arch.univariate.GARCH.start

Type to start searching

Univariate Volatility Models
Volatility Processes
arch.univariate.GARCH

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.GARCH.start¶

property GARCH.start¶

Index to use to start variance subarray selection

Return type: int

Previous arch.univariate.GARCH.name

Next arch.univariate.GARCH.stop

© Copyright 2019, Kevin Sheppard.

Created using Sphinx 3.0.1. and Material for Sphinx