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arch 7.0.0

arch.univariate.ARX.x

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arch 7.0.0

Univariate Volatility Models
Univariate Volatility Models
- Introduction
- Examples
- Forecasting
- Volatility Forecasting
- Value-at-Risk Forecasting
- Forecasting Scenarios
- Forecasting with Exogenous Variables
- Mean Models
  Mean Models
  - arch.univariate.ZeroMean
  - arch.univariate.ConstantMean
  - arch.univariate.ARX
    
    arch.univariate.ARX
    
    Carch.univariate.ARX
    
    Carch.univariate.ARX
    
    arch.univariate.ARX.bounds
    
    arch.univariate.ARX.compute_param_cov
    
    arch.univariate.ARX.constraints
    
    arch.univariate.ARX.fit
    
    arch.univariate.ARX.fix
    
    arch.univariate.ARX.forecast
    
    arch.univariate.ARX.parameter_names
    
    arch.univariate.ARX.resids
    
    arch.univariate.ARX.simulate
    
    arch.univariate.ARX.starting_values
    
    arch.univariate.ARX.distribution
    
    arch.univariate.ARX.name
    
    arch.univariate.ARX.num_params
    
    arch.univariate.ARX.volatility
    
    arch.univariate.ARX.x arch.univariate.ARX.x
    Contents
    
    PARX.x
    
    arch.univariate.ARX.y
  - arch.univariate.HARX
  - arch.univariate.LS
  - (G)ARCH-in-mean Models
  - Writing New Mean Models
- Volatility Processes
- Using the Fixed Variance Process
- Distributions
- Results
- Utilities
- Background and References
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Change Log

Contents

PARX.x

arch.univariate.ARX.x¶

property ARX.x : ndarray | DataFrame | None¶: Gets the value of the exogenous regressors in the model

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© Copyright 2021, Kevin Sheppard.

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