financialkit.time_series
========================

Fat tails and the Hill index, random-walk tests (runs, Ljung-Box, variance ratios), Yule-Walker and ARMA with AIC, Dickey-Fuller and Engle-Granger, the Hurst exponent, ARCH, GARCH, EGARCH, GJR and EWMA, and range and realized volatility.

.. grid:: 1 2 3 3
   :gutter: 2

   .. grid-item-card:: History
      :link: /history/time_series_breakthroughs
      :link-type: doc

      The foundational breakthroughs behind this subpackage, linked to the implementation.

   .. grid-item-card:: Examples
      :link: /api/gallery/time_series/index
      :link-type: doc

      Runnable tutorials and the full example gallery.

   .. grid-item-card:: API reference
      :link: /api/time_series
      :link-type: doc

      Every public class and function.