fix: Fixed error in GARCH tutorial that corresponds to issue #629 (#650)

* fix: Fixed error in GARCH tutorial that corresponds to issue #629 * fix: Removed metadata
Nixtla · Oct 2, 2023 · 4829b99 · 4829b99
1 parent cbcfe25
commit 4829b99
Showing 1 changed file with 36 additions and 2 deletions.
diff --git a/nbs/docs/tutorials/GARCH_tutorial.ipynb b/nbs/docs/tutorials/GARCH_tutorial.ipynb
@@ -1,6 +1,7 @@
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@@ -3174,6 +3189,7 @@
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@@ -3322,13 +3338,14 @@
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     "::: {.callout-warning}\n",
     "\n",
-    "If the order of the data is very small (say $<1e-5$), `scipy.optimize.minimize` might not terminate successfully. In this case, transform the data to a higher order, generate the GARCH or ARCH model, and then transform the data back. \n",
+    "If the order of the data is very small (say $<1e-5$), `scipy.optimize.minimize` might not terminate successfully. In this case, rescale the data and then generate the GARCH or ARCH model. \n",
     "\n",
     ":::\n"
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@@ -10587,6 +10613,7 @@
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@@ -10796,14 +10824,16 @@
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-    "Hence, the most accurate model to describe the logarithmic returns of Apple's stock is a GARCH(2,1), and so on. "
+    "Hence, the most accurate model to describe the logarithmic returns of Apple's stock is an ARCH(1), for Amazon's stock is a GARCH(2,1), and so on. "
    ]
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@@ -10812,6 +10842,7 @@
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@@ -11045,6 +11076,7 @@
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@@ -14585,6 +14617,7 @@
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@@ -14593,6 +14626,7 @@
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