arch.univariate.base.ARCHModel.fix¶
- ARCHModel.fix(params, first_obs=None, last_obs=None)[source]¶
Allows an ARCHModelFixedResult to be constructed from fixed parameters.
- Parameters:
- params{
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,Timestamp} First observation to use when fixing model
- last_obs{
int,str,datetime,Timestamp} Last observation to use when fixing model
- params{
- Returns:
- results
ARCHModelFixedResult Object containing model results
- results
Notes
Parameters are not checked against model-specific constraints.
- Return type: