(G)ARCH Models
#5481
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I ended up installing directly from the github repo which seems to work. |
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Hello,
I am trying to install sktime to fit (g)arch models to my data but I am really struggling. I installed the latest version (0.24.0) both via pip and conda but I do not see the garch option when I do dir(sktime.forecasting).
I am currently trying older versions but can anyone share what version they have successfully run garch models from? I am running python from a virtual conda environment.
Thanks in advance.
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