```python
import arch
# 使用help函数查看arch.arch_model的文档
help(arch.arch_model)
```
输出结果为：
```
Help on function arch_model in module arch.univariate.mean:
arch_model(y, x=None, mean='Constant', lags=0, vol='Garch', p=1, o=0, q=1, power=2.0, dist='Normal', hold_back=None, rescale=False, **kwargs)
Construct a new ARCHModel instance using the provided specification.
Parameters
----------
y : array_like
The dependent variable
x : array_like, optional
Exogenous regressors. Ignored if model does not permit exogenous
regressors.
mean : str, optional
Name of the mean model. Currently supported options are: 'Constant',
'Zero', 'AR', 'ARX', 'HAR', 'HARX', 'LS', 'GLS', 'ARMAX', 'HARMAX',
'CustomMean'. Default is 'Constant'.
lags : int or list[int], optional
Either a scalar integer value indicating lag length or a list of
integers specifying lag locations. Used in the construction of
the selected mean model. Default is 0.
vol : str, optional
Name of the volatility model. Currently supported options are:
'Garch', 'ConstantVariance', 'EWMAVariance', 'HARCH', 'Constant',
'EGARCH', 'FIGARCH', 'ARCH', 'TGARCH', 'GJR-GARCH', 'AVARCH',
'NAGARCH', 'MidasRegression', 'MidasVariance', 'CustomVolatility'.
Default is 'Garch'.
p : int, optional
Order of the symmetric innovation. Used in the construction of the
selected volatility model. Default is 1.
o : int, optional
Order of the asymmetric innovation. Used in the construction of the
selected volatility model. Default is 0.
q : int, optional
Order of lagged volatility terms. Used in the construction of the
selected volatility model. Default is 1.
power : float, optional
Power to use in the case of an ARCH in mean model. Default is 2.0.
dist : str, optional
Name of the distribution. Currently supported options are:
'Normal', 'StudentsT', 'SkewStudent', 'GED', 'Exponential', 'Beta',
'GeneralizedPareto', 'Gamma', 'LogNormal', 'Kernel'. Default is
'Normal'.
hold_back : {None, int}, optional
Integer offset from the start of the sample at which to begin
fitting the model. Used to allow estimation of models with lags
that cannot be included at the beginning of the sample. Default is
None.
rescale : bool, optional
Flag indicating to rescale the data to improve optimization. Default
is False.
**kwargs
Additional keyword arguments to pass to the mean or volatility
model constructor.
Returns
-------
model : ARCHModel
Configured ARCHModel instance.
```
191
被折叠的 条评论
为什么被折叠?
到【灌水乐园】发言
