arch.univariate.HARCH.starting_values¶

HARCH.starting_values(resids: ndarray[tuple[int], dtype[float64]] | Series) → ndarray[tuple[int], dtype[float64]][source]¶

Returns starting values for the ARCH model

Parameters:¶

resids: ndarray[tuple[int], dtype[float64]] | Series¶

Array of (approximate) residuals to use when computing starting values

Returns:¶

sv – Array of starting values

Return type:¶

numpy.ndarray