Skip to content

arch 4.13 (+31) arch.univariate.base.ARCHModelResult.std_resid

Type to start searching

Univariate Volatility Models
Model Results
arch.univariate.base.ARCHModelResult

arch 4.13 (+31)

Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Cointegration Analysis
Long-run Covariance Estimation
API Reference
Change Log

Show Source

arch.univariate.base.ARCHModelResult.std_resid¶

property ARCHModelResult.std_resid¶: Residuals standardized by conditional volatility

Previous arch.univariate.base.ARCHModelResult.std_err

Next arch.univariate.base.ARCHModelResult.tvalues

© Copyright 2019, Kevin Sheppard.

Created using Sphinx 3.0.1. and Material for Sphinx