arch.univariate.GeneralizedError.starting_values¶

GeneralizedError.starting_values(std_resid: ndarray[Any, dtype[float64]]) → ndarray[Any, dtype[float64]][source]¶

Construct starting values for use in optimization.

Parameters:¶

std_resid: ndarray[Any, dtype[float64]]¶

Estimated standardized residuals to use in computing starting values for the shape parameter

Returns:¶

sv – Array containing starting valuer for shape parameter

Return type:¶

numpy.ndarray

Notes

Defaults to 1.5 which is implies heavier tails than a normal