Mean Models

All ARCH models start by specifying a mean model.

ZeroMean([y, hold_back, volatility, …])	Model with zero conditional mean estimation and simulation
ConstantMean([y, hold_back, volatility, …])	Constant mean model estimation and simulation.
ARX([y, x, lags, constant, hold_back, …])	Autoregressive model with optional exogenous regressors estimation and simulation
HARX([y, x, lags, constant, use_rotated, …])	Heterogeneous Autoregression (HAR), with optional exogenous regressors, model estimation and simulation
LS([y, x, constant, hold_back, volatility, …])	Least squares model estimation and simulation

Writing New Mean Models

All mean models must inherit from :class:ARCHModel and provide all public methods. There are two optional private methods that should be provided if applicable.

ARCHModel([y, volatility, distribution, …])

Abstract base class for mean models in ARCH processes.