arch.univariate.HARX.resids

HARX.resids(params, y=None, regressors=None)[source]

Compute model residuals

Parameters

  • params (ndarray) -- Model parameters

  • y (ndarray, optional) -- Alternative values to use when computing model residuals

  • regressors (ndarray, optional) -- Alternative regressor values to use when computing model residuals

Returns

resids -- Model residuals

Return type

ndarray