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Forecaster

StatsForecastARCH

API referenceSource
Categorical in XInsamplePred intPred int insampleExogenous

StatsForecast ARCH estimator.

Quickstart

python
from sktime.forecasting.arch import StatsForecastARCH

estimator = StatsForecastARCH(p=1)

Parameters(1)

p: int (default 1)
AR parameter - number of auto-regressive lags.

Examples

>>> from sktime.datasets import load_airline
>>> from sktime.forecasting.arch import StatsForecastARCH
>>> y = load_airline ()
>>> forecaster = StatsForecastARCH (p = 2)
>>> forecaster. fit (y) StatsForecastARCH(
... )
>>> y_pred = forecaster. predict (fh = [1, 2, 3 ])