diff --git a/arch/tests/univariate/test_mean.py b/arch/tests/univariate/test_mean.py index 46024bcaed..862b8c1d5d 100644 --- a/arch/tests/univariate/test_mean.py +++ b/arch/tests/univariate/test_mean.py @@ -1383,7 +1383,7 @@ def test_false_reindex(): def test_invalid_arch_model(): - with pytest.raises(AssertionError): + with pytest.raises(TypeError): arch_model(SP500, p="3") diff --git a/arch/univariate/mean.py b/arch/univariate/mean.py index 8748666236..a521a8ac26 100644 --- a/arch/univariate/mean.py +++ b/arch/univariate/mean.py @@ -2035,7 +2035,7 @@ def arch_model( else: # mean == "zero" am = ZeroMean(y, hold_back=hold_back, rescale=rescale) - if vol in ("arch", "garch", "figarch", "egarch", "aparch") and not isinstance( + if vol_model in ("arch", "garch", "figarch", "egarch", "aparch") and not isinstance( p, int ): raise TypeError(