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arch.univariate.base.ARCHModel.y
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    • Univariate Volatility Models
      • Introduction
      • Examples
      • Forecasting
      • Volatility Forecasting
      • Value-at-Risk Forecasting
      • Forecasting Scenarios
      • Forecasting with Exogenous Variables
      • Mean Models
        • arch.univariate.ZeroMean
        • arch.univariate.ConstantMean
        • arch.univariate.ARX
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        • arch.univariate.LS
        • (G)ARCH-in-mean Models
        • Writing New Mean Models
          • arch.univariate.base.ARCHModel
            • Carch.univariate.base.ARCHModel
              • arch.univariate.base.ARCHModel.bounds
              • arch.univariate.base.ARCHModel.compute_param_cov
              • arch.univariate.base.ARCHModel.constraints
              • arch.univariate.base.ARCHModel.fit
              • arch.univariate.base.ARCHModel.fix
              • arch.univariate.base.ARCHModel.forecast
              • arch.univariate.base.ARCHModel.parameter_names
              • arch.univariate.base.ARCHModel.resids
              • arch.univariate.base.ARCHModel.simulate
              • arch.univariate.base.ARCHModel.starting_values
              • arch.univariate.base.ARCHModel.distribution
              • arch.univariate.base.ARCHModel.name
              • arch.univariate.base.ARCHModel.num_params
              • arch.univariate.base.ARCHModel.volatility
              • arch.univariate.base.ARCHModel.y
                • PARCHModel.y
      • Volatility Processes
      • Using the Fixed Variance Process
      • Distributions
      • Results
      • Utilities
      • Background and References
    • Bootstrapping
    • Multiple Comparison Problems
    • Unit Root Testing
    • Cointegration Analysis
    • Long-run Covariance Estimation
    • API Reference
    • Change Log
    • PARCHModel.y

    arch.univariate.base.ARCHModel.y¶

    property ARCHModel.y : ndarray | DataFrame | Series | None¶

    Returns the dependent variable

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