Examples
Example scripts included in the package.
Univariate GARCH Example
Example: Univariate GARCH Analysis with Timeseries Compute.
This example demonstrates the core functionality of the timeseries_compute package for univariate time series analysis. It shows a complete workflow: 1. Generating synthetic price data 2. Converting to returns and testing stationarity 3. Scaling data appropriately for GARCH modeling 4. Fitting ARIMA models for conditional mean 5. Fitting GARCH models for volatility 6. Generating and interpreting forecasts 7. Calculating risk metrics for analysis
The example uses simple AR(1) and GARCH(1,1) models with default parameters to demonstrate the basic usage pattern.
To run this example: python -m timeseries_compute.examples.example_univariate_garch
Multivariate GARCH Example
Example: Multivariate GARCH Analysis with Timeseries Compute.
To run this example: python -m timeseries_compute.examples.example_multivariate_garch