arch.univariate.SkewStudent.starting_values¶
-
SkewStudent.
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
Uses relationship between kurtosis and degree of freedom parameter to produce a moment-based estimator for the starting values.