arch.univariate.SkewStudent.starting_values¶

SkewStudent.starting_values(std_resid: ndarray[Any, dtype[float64]]) → ndarray[Any, dtype[float64]][source]¶

Construct starting values for use in optimization.

Parameters:¶

std_resid: ndarray[Any, dtype[float64]]¶

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

Returns:¶

sv – Array containing starting valuer for shape parameter

Return type:¶

numpy.ndarray

Notes

Uses relationship between kurtosis and degree of freedom parameter to produce a moment-based estimator for the starting values.