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Adding GARCH #4815
Adding GARCH #4815
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Codecov ReportPatch coverage:
Additional details and impacted files@@ Coverage Diff @@
## develop #4815 +/- ##
===========================================
- Coverage 58.29% 58.05% -0.24%
===========================================
Files 588 588
Lines 53666 53877 +211
===========================================
- Hits 31283 31277 -6
- Misses 22383 22600 +217
☔ View full report in Codecov by Sentry. |
…rminal into feature/garch
…erge-fix hotfix / pywry bump
I've now fixed it :) |
…rminal into feature/garch
The docstring does not represent a functional example
You need to specify a column from the load. Also linters are failing |
…rminal into feature/garch
Description
Adding GARCH, its model fit and forecasts. It also reorganizes the econometrics menu.
How has this been tested?
Comparing to sample GARCH results from Hull.
Checklist:
feature/feature-name
orhotfix/hotfix-name
.Others