Econometric models

Currently contians four econometric models: Moving Average (MA), Auto Regressive with Moving Average (ARMA), Generalized Auto Regressive with Conditional Heteroskedasticity (ARMA_GARCH and ARMAX_GARCH).

Time series models

MA(y, theta, c, q)	Moving Average model of order q s.t:
ARMA(y, phi, theta, c, p, q)	AutoRegressive Moving Average model of order q and p s.t:
ARMA_GARCH(y, phi, theta, alpha, beta, c, ...)	AutoRegressive Moving Average model of order q and p, such that:
ARMAX_GARCH(y, x, phi, psi, theta, alpha, ...)	AutoRegressive Moving Average model of order q and p, such that:

Tools

get_parameters(params[, p, q, Q, P, cons])

Get parameters for ARMA-GARCH models.