arch.univariate.Normal.starting_values

Normal.starting_values(std_resid: ndarray) ndarray[source]

Construct starting values for use in optimization.

Parameters:
std_resid: ndarray

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

Returns:

sv – The estimated shape parameters for the distribution

Return type:

numpy.ndarray

Notes

Size of sv depends on the distribution