arch.univariate.base.ARCHModel.fix

ARCHModel.fix(params: Sequence[float] | ndarray | Series, first_obs: int | str | datetime | datetime64 | Timestamp | None = None, last_obs: int | str | datetime | datetime64 | Timestamp | None = None) ARCHModelFixedResult[source]

Allows an ARCHModelFixedResult to be constructed from fixed parameters.

Parameters:
params: Sequence[float] | ndarray | Series

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:

ARCHModelFixedResult

Notes

Parameters are not checked against model-specific constraints.