arch.univariate.ARX.fix¶
-
ARX.fix(params: Sequence[float] | ndarray | Series, first_obs: int | str | datetime | datetime64 | Timestamp | None =
None
, last_obs: int | str | datetime | datetime64 | Timestamp | None =None
) ARCHModelFixedResult ¶ Allows an ARCHModelFixedResult to be constructed from fixed parameters.
- Parameters:¶
- params: Sequence[float] | ndarray | Series¶
User specified parameters to use when generating the result. Must have the correct number of parameters for a given choice of mean model, volatility model and distribution.
- first_obs: int | str | datetime | datetime64 | Timestamp | None =
None
¶ First observation to use when fixing model
- last_obs: int | str | datetime | datetime64 | Timestamp | None =
None
¶ Last observation to use when fixing model
- Returns:¶
results – Object containing model results
- Return type:¶
ARCHModelFixedResult
Notes
Parameters are not checked against model-specific constraints.