arch.univariate.LS.fix

LS.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.