arch.univariate.ARX.resids¶

ARX.resids(params: ndarray, y: ndarray | Series | None = None, regressors: ndarray | DataFrame | None = None) → ndarray | Series¶

Compute model residuals

Parameters:¶

params: ndarray¶

Model parameters

y: ndarray | Series | None = None¶

Alternative values to use when computing model residuals

regressors: ndarray | DataFrame | None = None¶

Alternative regressor values to use when computing model residuals

Returns:¶

resids – Model residuals

Return type:¶

numpy.ndarray