ARMAGARCHResult._mean_ma_params#

ARMAGARCHResult._mean_ma_params()[source]#

Moving-average coefficients of the conditional mean.

Overrides the parent’s empty block so that the inherited simulate drives the ARMA recursion.

Example

>>> rng = np.random.default_rng(0)
>>> res = ARMAGARCH(rng.standard_normal(500), ar_lags=1, ma_lags=2).fit()
>>> res._mean_ma_params().shape
(2,)
Return type:

NDArray[double]