{"repo":"bashtage/arch","free":true,"listed":false,"github":"https://github.com/bashtage/arch","clone":"git clone https://github.com/bashtage/arch.git","description":"ARCH models in Python","language":"Python","stars":1552,"topics":["arch","volatility","bootstrap","multiple-comparison-procedures","forecasting","risk","financial-econometrics","time-series","unit-root","dickey-fuller"],"license":null,"category":"dev-tools","readme_excerpt":"arch Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics, written in Python (with Cython and/or Numba used to improve performance) Metric :------------------------- :--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- Latest Release Continuous Integration Coverage Code Quality Citation Documentation Module Contents - Univariate ARCH Models - Unit Root Tests - Cointegration Testing and Analysis - Bootstrapping - Multiple Comparison Tests - Long-run Covariance Estimation Python 3 arch is Python 3 only. Version 4.8 is the final version that supported Python 2.7. Documentation Documentation from the main branch is hosted on my github pages. Released documentation is hosted on read the docs. More about ARCH More information about ARCH and related models is available in the notes and research available at Kevin Sheppard's site. Contributing Contributions are welcome. There are opportunities at many levels to contribute: - Implement new volatility process, e.g., FIGARCH - Improve docstrings where unclear or with typos - Provide examples, preferably in the form of IPython notebooks Examples Volatility Modeling - Mean models - Constant mean - Heterogeneous Autoregression (HAR) - Autoregression (AR) - Zero mean - Models with and without exogenous regressors - Volati","default_branch":null,"files":null,"tree":[],"storefront":"/r/bashtage","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/bashtage/arch/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}