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`github.com/bashtage/arch`

ARCH models in Python

Ecosystem
proxy.golang.org

Latest Release
v8.0.0+incompatible
4 months ago

Versions
18

v8.0.0+incompatible

Published: 4 months ago
Registry - Documentation - Download

v7.2.0+incompatible

Published: over 1 year ago
Registry - Documentation - Download

v7.1.0+incompatible

Published: over 1 year ago
Registry - Documentation - Download

v7.0.0+incompatible

Published: almost 2 years ago
Registry - Documentation - Download

v6.3.0+incompatible

Published: about 2 years ago
Registry - Documentation - Download

v6.2.0+incompatible

Published: over 2 years ago
Registry - Documentation - Download

v6.1.0+incompatible

Published: almost 3 years ago
Registry - Documentation - Download

v5.6.0+incompatible

Published: almost 3 years ago
Registry - Documentation - Download

v6.0.1+incompatible

Published: almost 3 years ago
Registry - Documentation - Download

v6.0.0+incompatible

Published: almost 3 years ago
Registry - Documentation - Download

v5.5.0+incompatible

Published: almost 3 years ago
Registry - Documentation - Download

v5.4.0+incompatible

Published: almost 3 years ago
Registry - Documentation - Download

v5.3.1+incompatible

Published: over 3 years ago
Registry - Documentation - Download

v5.3.0+incompatible

Published: over 3 years ago
Registry - Documentation - Download

v5.2.0+incompatible

Published: almost 4 years ago
Registry - Documentation - Download

v5.1.0+incompatible

Published: over 4 years ago
Registry - Documentation - Download

v5.0.1+incompatible

Published: over 4 years ago
Registry - Documentation - Download

v4.16.1+incompatible

Published: about 5 years ago
Registry - Documentation - Download

Links

Registry	proxy.golang.org
Source	Repository
Docs	Documentation
JSON API	View JSON
CodeMeta	codemeta.json

Package Details

PURL	`pkg:golang/github.com/bashtage/arch` spec
License	Other
First Release	about 5 years ago
Last Synced	28 days ago

Keywords
adf arch bootstrap df-gls dickey-fuller finance financial-econometrics forecasting garch model-confidence-set multiple-comparison-procedures phillips-perron reality-check risk spa time-series unit-root variance volatility

Repository

Stars	1,447 on GitHub
Forks	270 on GitHub
Commits	666
Committers	37
Avg per Author	18.0
DDS	0.303

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Rankings on proxy.golang.org

Overall Top 5.6%