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Merge pull request #579 from bashtage/fix-typo
BUG: Correct FIGARCH name
2 parents 70f75dc + 28b1d48 commit 8379ce5

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2 files changed

+6
-4
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2 files changed

+6
-4
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arch/univariate/mean.py

+2-2
Original file line numberDiff line numberDiff line change
@@ -1821,7 +1821,7 @@ def arch_model(
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] = "Constant",
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lags: Union[None, int, List[int], Int32Array, Int64Array] = 0,
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vol: Literal[
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"GARCH", "ARCH", "EGARCH", "FIARCH", "APARCH", "HARCH", "FIGARCH"
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"GARCH", "ARCH", "EGARCH", "FIGARCH", "APARCH", "HARCH", "FIGARCH"
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] = "GARCH",
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p: Union[int, List[int]] = 1,
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o: int = 0,
@@ -1858,7 +1858,7 @@ def arch_model(
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integers specifying lag locations.
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vol : str, optional
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Name of the volatility model. Currently supported options are:
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'GARCH' (default), 'ARCH', 'EGARCH', 'FIARCH', 'APARCH' and 'HARCH'
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'GARCH' (default), 'ARCH', 'EGARCH', 'FIGARCH', 'APARCH' and 'HARCH'
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p : int, optional
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Lag order of the symmetric innovation
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o : int, optional

doc/source/conf.py

+4-2
Original file line numberDiff line numberDiff line change
@@ -39,6 +39,8 @@
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project = "arch"
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copyright = "2021, Kevin Sheppard"
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author = "Kevin Sheppard"
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language = "en"
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nitpicky = True
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# The short X.Y version
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full_version = parse(arch.__version__)
@@ -265,8 +267,8 @@
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# Example configuration for intersphinx: refer to the Python standard library.
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intersphinx_mapping = {
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"statsmodels": ("https://www.statsmodels.org/dev/", None),
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"matplotlib": ("https://matplotlib.org", None),
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"scipy": ("https://docs.scipy.org/doc/scipy/reference/", None),
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"matplotlib": ("https://matplotlib.org/stable/", None),
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"scipy": ("https://docs.scipy.org/doc/scipy/", None),
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"python": ("https://docs.python.org/3/", None),
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"numpy": ("https://numpy.org/doc/stable/", None),
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"np": ("https://numpy.org/doc/stable/", None),

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