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    ARCH
    Release Development RTD (Release)
    • Univariate Volatility Models
    • Mean Models
    • arch.univariate.base.ARCHModel
    ARCH
    • Univariate Volatility Models
      • Introduction
      • Examples
      • Forecasting
      • Volatility Forecasting
      • Value-at-Risk Forecasting
      • Forecasting Scenarios
      • Forecasting with Exogenous Variables
      • Mean Models
      • 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
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    arch.univariate.base.ARCHModel.y¶

    property ARCHModel.y: Optional[Union[ndarray, DataFrame, Series]]¶

    Returns the dependent variable

    Return type:

    Union[ndarray, DataFrame, Series, None]

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