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

fynance.models.econometric_models.MA(y, …)	Moving Average model of order q s.t:
fynance.models.econometric_models.ARMA(y, …)	AutoRegressive Moving Average model of order q and p s.t:
fynance.models.econometric_models.ARMA_GARCH(y, …)	AutoRegressive Moving Average model of order q and p, such that:
fynance.models.econometric_models.ARMAX_GARCH(y, …)	AutoRegressive Moving Average model of order q and p, such that:

Tools

fynance.models.econometric_models.get_parameters(params)

Get parameters for ARMA-GARCH models.