arch.univariate.HARX.fix¶

HARX.fix(params: ndarray | Series | Sequence[float], 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: ndarray | Series | Sequence[float]¶

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:¶

arch.univariate.base.ARCHModelFixedResult

Notes

Parameters are not checked against model-specific constraints.