ARMAFIGARCHResult.has_long_memory

property ARMAFIGARCHResult.has_long_memory: bool

Whether d is far enough from zero to imply hyperbolic decay.

A threshold on the point estimate at 1e-3, not a test; the parameterization keeps d strictly inside \((0, 1)\), so this is True for nearly every fit.

Example

>>> rng = np.random.default_rng(0)
>>> res = FIGARCH(rng.standard_normal(600)).fit()
>>> res.has_long_memory == (res.d > 1e-3)
True