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arch.univariate.base.ARCHModelResult.resid
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    • Univariate Volatility Models
      • Introduction
      • Examples
      • Forecasting
      • Volatility Forecasting
      • Value-at-Risk Forecasting
      • Forecasting Scenarios
      • Forecasting with Exogenous Variables
      • Mean Models
      • Volatility Processes
      • Using the Fixed Variance Process
      • Distributions
      • Results
        • arch.univariate.base.ARCHModelResult
          • C arch.univariate.base.ARCHModelResult
            • arch.univariate.base.ARCHModelResult.arch_lm_test
            • arch.univariate.base.ARCHModelResult.conf_int
            • arch.univariate.base.ARCHModelResult.forecast
            • arch.univariate.base.ARCHModelResult.hedgehog_plot
            • arch.univariate.base.ARCHModelResult.plot
            • arch.univariate.base.ARCHModelResult.summary
            • arch.univariate.base.ARCHModelResult.aic
            • arch.univariate.base.ARCHModelResult.bic
            • arch.univariate.base.ARCHModelResult.conditional_volatility
            • arch.univariate.base.ARCHModelResult.convergence_flag
            • arch.univariate.base.ARCHModelResult.fit_start
            • arch.univariate.base.ARCHModelResult.fit_stop
            • arch.univariate.base.ARCHModelResult.loglikelihood
            • arch.univariate.base.ARCHModelResult.model
            • arch.univariate.base.ARCHModelResult.nobs
            • arch.univariate.base.ARCHModelResult.num_params
            • arch.univariate.base.ARCHModelResult.optimization_result
            • arch.univariate.base.ARCHModelResult.param_cov
            • arch.univariate.base.ARCHModelResult.params
            • arch.univariate.base.ARCHModelResult.pvalues
            • arch.univariate.base.ARCHModelResult.resid
              • P ARCHModelResult.resid
            • arch.univariate.base.ARCHModelResult.rsquared
            • arch.univariate.base.ARCHModelResult.rsquared_adj
            • arch.univariate.base.ARCHModelResult.scale
            • arch.univariate.base.ARCHModelResult.std_err
            • arch.univariate.base.ARCHModelResult.std_resid
            • arch.univariate.base.ARCHModelResult.tvalues
        • arch.univariate.base.ARCHModelFixedResult
      • Utilities
      • Background and References
    • Bootstrapping
    • Multiple Comparison Problems
    • Unit Root Testing
    • Cointegration Analysis
    • Long-run Covariance Estimation
    • API Reference
    • Common Type Definitions
    • Change Log
    • P ARCHModelResult.resid

    arch.univariate.base.ARCHModelResult.resid¶

    property ARCHModelResult.resid : ndarray[tuple[int], dtype[float64]] | Series¶

    Model residuals

    © Copyright 2021, Kevin Sheppard.
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