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

Returns

results – Object containing model results

Return type

ARCHModelFixedResult

Notes

Parameters are not checked against model-specific constraints.