Hello < here> quick question does Nixtla support feeding AR Nixtla Community #general

Hello <!here> quick question -- does Nixtla suppor...

WTL

06/19/2024, 11:41 PM

Hello <!here> quick question -- does Nixtla support feeding AR coefficients (say from ARMA) into the mean model for a GARCH model?

Mariana Menchero

06/20/2024, 3:24 AM

Hi @WTL currently we don't offer that functionality. If this is something you would like to see in StatsForecast, please open an issue.

Mariana Menchero

06/20/2024, 3:25 AM

As of now, you can only select the lags (p & q)

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