arch.univariate.ARX.resids¶
-
ARX.
resids
(params, y=None, regressors=None)¶ 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