arch.univariate.GeneralizedError.starting_values¶
-
GeneralizedError.
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 -- Array containing starting valuer for shape parameter
- Return type
ndarray
Notes
Defaults to 1.5 which is implies heavier tails than a normal