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updating to work with new toolbox
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ARIMA + GARCH to model SPX returns.ipynb

Lines changed: 1 addition & 2 deletions
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@@ -84,8 +84,7 @@
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"data = ds.getBookDataByFeature()['adjClose']\n",
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"# log returns\n",
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"lrets = np.log(data/data.shift(1)).fillna(0)\n",
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"lrets.index = pd.DatetimeIndex(lrets.index.values,\n",
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" freq=TS.index.inferred_freq)\n",
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"lrets.index = pd.DatetimeIndex(lrets.index.values,freq=TS.index.inferred_freq)\n"
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]
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},
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{

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