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BUG: Use vol_model instead of vol for p type check in arch_model #834

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BUG: Use vol_model instead of vol for p type check in arch_model #834

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3a06560
BUG: Use vol_model instead of vol for p type check in arch_model
gjunjie Apr 3, 2026
a8a7fd8
TST: Update test to expect TypeError instead of AssertionError
gjunjie Apr 3, 2026
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2 changes: 1 addition & 1 deletion arch/tests/univariate/test_mean.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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")


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2 changes: 1 addition & 1 deletion arch/univariate/mean.py
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Expand Up @@ -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(
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