[Python] How to fit a ARMA-GARCH model in python

Discussão em 'Python' iniciado por Stack, Maio 6, 2025.

  1. Stack

    Stack Membro Participativo

    I'm trying make a ARMA-GARCH Model in python and I use the arch package.

    But in the arch package I cannot find a ARMA mean model.

    I tried use the ARX mean model and let lags = [1,1], but the summary doesn't look like a ARMA model.

    Does this package include ARMA mean model?

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