arch

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7.2.0 arch-7.2.0-cp39-cp39-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
arch-7.2.0-cp39-cp39-manylinux_2_17_aarch64.manylinux2014_aarch64.whl
arch-7.2.0-cp39-cp39-win_amd64.whl
arch-7.2.0-cp39-cp39-macosx_10_9_x86_64.whl
arch-7.2.0-cp39-cp39-macosx_11_0_arm64.whl
arch-7.2.0-cp313-cp313-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
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arch-7.2.0-cp312-cp312-win_amd64.whl
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arch-7.2.0-cp310-cp310-musllinux_1_2_x86_64.whl
arch-7.2.0-cp310-cp310-macosx_11_0_arm64.whl

Wheel Details

Project: arch
Version: 7.2.0
Filename: arch-7.2.0-cp311-cp311-win_amd64.whl
Download: [link]
Size: 927131
MD5: 380ce20492aa2d8aa39e6b0479a121d6
SHA256: 74bf2768be83c171066c397640be5d937baf7395c8809f1d5fc843563cf47bbf
Uploaded: 2024-11-04 16:04:03 +0000

dist-info

METADATA

Metadata-Version: 2.1
Name: arch
Version: 7.2.0
Summary: ARCH for Python
Author-Email: Kevin Sheppard <kevin.k.sheppard[at]gmail.com>
Maintainer-Email: Kevin Sheppard <kevin.k.sheppard[at]gmail.com>
Project-Url: homepage, https://github.com/bashtage/arch
Project-Url: documentation, https://bashtage.github.io/arch/
Project-Url: repository, https://github.com/bashtage/arch
Project-Url: changelog, https://bashtage.github.io/arch/changes.html
License: # License **Copyright (c) 2017 Kevin Sheppard. All rights reserved.** Developed by: Kevin Sheppard (<kevin.sheppard@economics.ox.ac.uk>, <kevin.k.sheppard@gmail.com>) [https://www.kevinsheppard.com](https://www.kevinsheppard.com) Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal with the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimers. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimers in the documentation and/or other materials provided with the distribution. Neither the names of Kevin Sheppard, nor the names of its contributors may be used to endorse or promote products derived from this Software without specific prior written permission. **THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE CONTRIBUTORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS WITH THE SOFTWARE.**
Keywords: arch,ARCH,variance,econometrics,volatility,finance,GARCH,bootstrap,random walk,unit root,Dickey Fuller,time series,confidence intervals,multiple comparisons,Reality Check,SPA,StepM
Classifier: Development Status :: 5 - Production/Stable
Classifier: Intended Audience :: End Users/Desktop
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Classifier: License :: OSI Approved :: University of Illinois/NCSA Open Source License
Classifier: Operating System :: MacOS :: MacOS X
Classifier: Operating System :: Microsoft :: Windows
Classifier: Operating System :: POSIX
Classifier: Programming Language :: Python
Classifier: Programming Language :: Cython
Classifier: Topic :: Scientific/Engineering
Requires-Python: >=3.9
Requires-Dist: numpy (>=1.22.3)
Requires-Dist: scipy (>=1.8)
Requires-Dist: pandas (>=1.4)
Requires-Dist: statsmodels (>=0.12)
Description-Content-Type: text/markdown
License-File: LICENSE.md
[Description omitted; length: 9972 characters]

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top_level.txt

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examples