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arch 7.0.0
arch.univariate.HARX.num_params
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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.
Zero
Mean
arch.
univariate.
Constant
Mean
arch.
univariate.
ARX
arch.
univariate.
HARX
arch.
univariate.
HARX
C
arch.
univariate.
HARX
C
arch.
univariate.
HARX
arch.
univariate.
HARX.
bounds
arch.
univariate.
HARX.
compute_
param_
cov
arch.
univariate.
HARX.
constraints
arch.
univariate.
HARX.
fit
arch.
univariate.
HARX.
fix
arch.
univariate.
HARX.
forecast
arch.
univariate.
HARX.
parameter_
names
arch.
univariate.
HARX.
resids
arch.
univariate.
HARX.
simulate
arch.
univariate.
HARX.
starting_
values
arch.
univariate.
HARX.
distribution
arch.
univariate.
HARX.
name
arch.
univariate.
HARX.
num_
params
arch.
univariate.
HARX.
num_
params
Contents
P
HARX.
num_
params
arch.
univariate.
HARX.
volatility
arch.
univariate.
HARX.
x
arch.
univariate.
HARX.
y
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
P
HARX.
num_
params
arch.univariate.HARX.num_params
¶
property
HARX.
num_params
:
int
¶
Returns the number of parameters