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arch.univariate.ARX.y
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    • Univariate Volatility Models
      • Introduction
      • Examples
      • Forecasting
      • Volatility Forecasting
      • Value-at-Risk Forecasting
      • Forecasting Scenarios
      • Forecasting with Exogenous Variables
      • Mean Models
        • arch.univariate.ZeroMean
        • arch.univariate.ConstantMean
        • arch.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.y
              • PARX.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
    • PARX.y

    arch.univariate.ARX.y¶

    property ARX.y : ndarray | DataFrame | Series | None¶

    Returns the dependent variable

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    © Copyright 2021, Kevin Sheppard.
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