.codacy.yml
.codebeatignore
.coveragerc
.gitattributes
.gitignore
.landscape.yml
.pep8speaks.yml
LICENSE.md
MANIFEST.in
README.md
appveyor.yml
azure-pipelines.yml
lgtm.yml
pyproject.toml
requirements-dev.txt
requirements.txt
setup.cfg
setup.py
./arch/__init__.py
./arch/_version.py
./arch/conftest.py
./arch/py.typed
./arch/typing.py
./arch/__future__/__init__.py
./arch/__future__/_utility.py
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./arch/bootstrap/__init__.py
./arch/bootstrap/_samplers.c
./arch/bootstrap/_samplers_python.py
./arch/bootstrap/base.py
./arch/bootstrap/multiple_comparison.py
./arch/compat/__init__.py
./arch/compat/numba.py
./arch/compat/pandas.py
./arch/compat/statsmodels.py
./arch/covariance/__init__.py
./arch/covariance/kernel.py
./arch/data/__init__.py
./arch/data/utility.py
./arch/data/binary/__init__.py
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./arch/data/core_cpi/__init__.py
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./arch/data/crude/__init__.py
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./arch/data/default/__init__.py
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./arch/data/frenchdata/__init__.py
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./arch/data/nasdaq/__init__.py
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./arch/data/sp500/__init__.py
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./arch/data/vix/__init__.py
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./arch/data/wti/__init__.py
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./arch/tests/__init__.py
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./arch/tests/bootstrap/test_multiple_comparison.py
./arch/tests/covariance/__init__.py
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./arch/tests/unitroot/test_engle_granger.py
./arch/tests/unitroot/test_fmols_ccr.py
./arch/tests/unitroot/test_phillips_ouliaris.py
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./arch/tests/univariate/test_distribution.py
./arch/tests/univariate/test_forecast.py
./arch/tests/univariate/test_mean.py
./arch/tests/univariate/test_moment.py
./arch/tests/univariate/test_recursions.py
./arch/tests/univariate/test_rescale.py
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./arch/tests/univariate/test_volatility.py
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./arch/tests/utility/test_cov.py
./arch/tests/utility/test_io.py
./arch/tests/utility/test_timeseries.py
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./arch/unitroot/__init__.py
./arch/unitroot/_engle_granger.py
./arch/unitroot/_phillips_ouliaris.py
./arch/unitroot/_shared.py
./arch/unitroot/cointegration.py
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./arch/unitroot/critical_values/__init__.py
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./arch/unitroot/critical_values/dickey_fuller.py
./arch/unitroot/critical_values/engle_granger.py
./arch/unitroot/critical_values/kpss.py
./arch/unitroot/critical_values/phillips_ouliaris.py
./arch/unitroot/critical_values/zivot_andrews.py
./arch/univariate/__init__.py
./arch/univariate/base.py
./arch/univariate/distribution.py
./arch/univariate/mean.py
./arch/univariate/recursions.c
./arch/univariate/recursions_python.py
./arch/univariate/volatility.py
./arch/utility/__init__.py
./arch/utility/array.py
./arch/utility/cov.py
./arch/utility/exceptions.py
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./arch/utility/testing.py
./arch/utility/timeseries.py
./arch/vendor/__init__.py
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.github/workflows/generate-documentation.yml
arch/__init__.py
arch/_version.py
arch/conftest.py
arch/py.typed
arch/typing.py
arch.egg-info/PKG-INFO
arch.egg-info/SOURCES.txt
arch.egg-info/dependency_links.txt
arch.egg-info/not-zip-safe
arch.egg-info/requires.txt
arch.egg-info/top_level.txt
arch/__future__/__init__.py
arch/__future__/_utility.py
arch/__future__/reindexing.py
arch/bootstrap/__init__.py
arch/bootstrap/_samplers.pyi
arch/bootstrap/_samplers.pyx
arch/bootstrap/_samplers_python.py
arch/bootstrap/base.py
arch/bootstrap/multiple_comparison.py
arch/compat/__init__.py
arch/compat/numba.py
arch/compat/pandas.py
arch/compat/statsmodels.py
arch/covariance/__init__.py
arch/covariance/kernel.py
arch/data/__init__.py
arch/data/utility.py
arch/data/binary/__init__.py
arch/data/binary/binary.csv.gz
arch/data/core_cpi/__init__.py
arch/data/core_cpi/core-cpi.csv.gz
arch/data/crude/__init__.py
arch/data/crude/crude.csv.gz
arch/data/default/__init__.py
arch/data/default/default.csv.gz
arch/data/frenchdata/__init__.py
arch/data/frenchdata/frenchdata.csv.gz
arch/data/nasdaq/__init__.py
arch/data/nasdaq/nasdaq.csv.gz
arch/data/sp500/__init__.py
arch/data/sp500/sp500.csv.gz
arch/data/vix/__init__.py
arch/data/vix/vix.csv.gz
arch/data/wti/__init__.py
arch/data/wti/wti.csv.gz
arch/tests/__init__.py
arch/tests/test_compat.py
arch/tests/test_data.py
arch/tests/test_examples.py
arch/tests/test_tester.py
arch/tests/bootstrap/__init__.py
arch/tests/bootstrap/test_block_length.py
arch/tests/bootstrap/test_bootstrap.py
arch/tests/bootstrap/test_multiple_comparison.py
arch/tests/covariance/__init__.py
arch/tests/covariance/test_covariance.py
arch/tests/unitroot/__init__.py
arch/tests/unitroot/cointegration_data.py
arch/tests/unitroot/test_dynamic_ols.py
arch/tests/unitroot/test_engle_granger.py
arch/tests/unitroot/test_fmols_ccr.py
arch/tests/unitroot/test_phillips_ouliaris.py
arch/tests/unitroot/test_unitroot.py
arch/tests/unitroot/data/__init__.py
arch/tests/unitroot/data/zivot-andrews.csv
arch/tests/univariate/__init__.py
arch/tests/univariate/test_arch_in_mean.py
arch/tests/univariate/test_base.py
arch/tests/univariate/test_distribution.py
arch/tests/univariate/test_forecast.py
arch/tests/univariate/test_mean.py
arch/tests/univariate/test_moment.py
arch/tests/univariate/test_recursions.py
arch/tests/univariate/test_rescale.py
arch/tests/univariate/test_variance_forecasting.py
arch/tests/univariate/test_volatility.py
arch/tests/utility/__init__.py
arch/tests/utility/test_array.py
arch/tests/utility/test_cov.py
arch/tests/utility/test_io.py
arch/tests/utility/test_timeseries.py
arch/tests/utility/test_utility.py
arch/unitroot/__init__.py
arch/unitroot/_engle_granger.py
arch/unitroot/_phillips_ouliaris.py
arch/unitroot/_shared.py
arch/unitroot/cointegration.py
arch/unitroot/unitroot.py
arch/unitroot/critical_values/__init__.py
arch/unitroot/critical_values/dfgls.py
arch/unitroot/critical_values/dickey_fuller.py
arch/unitroot/critical_values/engle_granger.py
arch/unitroot/critical_values/kpss.py
arch/unitroot/critical_values/phillips_ouliaris.py
arch/unitroot/critical_values/zivot_andrews.py
arch/unitroot/critical_values/simulation/adf_simulation.py
arch/unitroot/critical_values/simulation/adf_z_critical_values_simulation.py
arch/unitroot/critical_values/simulation/adf_z_critical_values_simulation_joblib.py
arch/unitroot/critical_values/simulation/adf_z_critical_values_simulation_large_cluster.py
arch/unitroot/critical_values/simulation/adf_z_simlation_process.py
arch/unitroot/critical_values/simulation/dfgls_critical_values_simulation.py
arch/unitroot/critical_values/simulation/dfgls_simulation_process.py
arch/unitroot/critical_values/simulation/eg_setup.bat
arch/unitroot/critical_values/simulation/eg_setup.ps1
arch/unitroot/critical_values/simulation/eg_setup.sh
arch/unitroot/critical_values/simulation/engle_granger_simulation.py
arch/unitroot/critical_values/simulation/engle_granger_simulation_process.py
arch/unitroot/critical_values/simulation/kpss_critical_values_simulation.py
arch/unitroot/critical_values/simulation/kpss_simulation_process.py
arch/unitroot/critical_values/simulation/phillips-ouliaris-simulation-process.py
arch/unitroot/critical_values/simulation/phillips-ouliaris-simulation.py
arch/unitroot/critical_values/simulation/phillips_ouliaris.py
arch/unitroot/critical_values/simulation/requirements.txt
arch/unitroot/critical_values/simulation/shared.py
arch/univariate/__init__.py
arch/univariate/base.py
arch/univariate/distribution.py
arch/univariate/mean.py
arch/univariate/recursions.pyi
arch/univariate/recursions.pyx
arch/univariate/recursions_python.py
arch/univariate/volatility.py
arch/utility/__init__.py
arch/utility/array.py
arch/utility/cov.py
arch/utility/exceptions.py
arch/utility/io.py
arch/utility/testing.py
arch/utility/timeseries.py
arch/vendor/__init__.py
arch/vendor/property_cached.py
ci/install-statsmodels-main.sh
ci/performance.py
ci/azure/azure_template_posix.yml
ci/azure/azure_template_windows.yml
ci/azure/install-posix.sh
ci/azure/update_path.sh
ci/github-actions/push-docs-gh-pages.sh
doc/Makefile
doc/make.bat
doc/requirements.txt
doc/source/api.rst
doc/source/changes.rst
doc/source/conf.py
doc/source/index.rst
doc/source/names_wordlist.txt
doc/source/spelling_wordlist.txt
doc/source/_static/.gitignore
doc/source/_static/css/small_fixes.css
doc/source/_static/images/android-chrome-192x192.png
doc/source/_static/images/android-chrome-512x512.png
doc/source/_static/images/apple-touch-icon.png
doc/source/_static/images/browserconfig.xml
doc/source/_static/images/color-logo-256.png
doc/source/_static/images/favicon-16x16.png
doc/source/_static/images/favicon-32x32.png
doc/source/_static/images/mstile-150x150.png
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doc/source/_static/images/site.webmanifest
doc/source/_templates/layout.html
doc/source/_templates/autosummary/attribute.rst
doc/source/_templates/autosummary/class.rst
doc/source/_templates/autosummary/member.rst
doc/source/_templates/autosummary/method.rst
doc/source/_templates/autosummary/minimal_module.rst
doc/source/bootstrap/background.rst
doc/source/bootstrap/bootstrap.rst
doc/source/bootstrap/bootstrap_histogram.png
doc/source/bootstrap/confidence-intervals.rst
doc/source/bootstrap/iid-bootstraps.rst
doc/source/bootstrap/low-level-interface.rst
doc/source/bootstrap/parameter-covariance-estimation.rst
doc/source/bootstrap/semiparametric-parametric-bootstrap.rst
doc/source/bootstrap/timeseries-bootstraps.rst
doc/source/changes/1.0.txt
doc/source/changes/2.0.txt
doc/source/changes/3.0.txt
doc/source/changes/4.0.txt
doc/source/changes/5.0.txt
doc/source/covariance/covariance.rst
doc/source/images/bw-logo.svg
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doc/source/images/color-logo-unprocessed.svg
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doc/source/images/hero.png
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doc/source/multiple-comparison/background.rst
doc/source/multiple-comparison/multiple-comparison-reference.rst
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doc/source/unitroot/cointegration.rst
doc/source/unitroot/introduction.rst
doc/source/unitroot/tests.rst
doc/source/unitroot/unitroot.rst
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doc/source/univariate/volatility.rst
examples/bootstrap_examples.ipynb
examples/multiple-comparison_examples.ipynb
examples/unitroot_cointegration_examples.ipynb
examples/unitroot_examples.ipynb
examples/univariate_forecasting_with_exogenous_variables.ipynb
examples/univariate_using_fixed_variance.ipynb
examples/univariate_volatility_forecasting.ipynb
examples/univariate_volatility_modeling.ipynb
examples/univariate_volatility_scenarios.ipynb