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