Is it possible to use the GATCH11 likelihood with nonzero mean? I want to implement the heteroscedastic variance, and am using a for loop in the model (I would use a scan, but I am unsure how to store the intermediate variables). Any thoughts?

GARCH11 with nonzero mean?

ricardoV94 January 31, 2023, 6:37pm 8

Can you share a minimal reproducible example? Also a longer error message?

Topic		Replies	Views
Theano.scan and pm.Model() are strangely incompatible Questions	9	1843	May 21, 2019
ARMA-GARCH with CustomDist ParameterValueError v5	4	287	March 17, 2024
Trouble with Initilization and Posterior Sampling Questions theano	13	2225	June 15, 2018
Linear Regression Model with GARCH Residuals (understanding the GARCH11 random variable in PYMC) v5 modeling	19	316	November 8, 2024
Markov switching dynamic autoregression Questions	15	2488	March 8, 2020