arch.univariate.LS.resids¶
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LS.resids(params: ndarray[tuple[int], dtype[float64]], y: ndarray[tuple[int], dtype[float64]] | Series | None =
None, regressors: ndarray[tuple[int, int], dtype[float64]] | DataFrame | None =None) ndarray[tuple[int], dtype[float64]] | Series¶ Compute model residuals
- Parameters:¶
- params: ndarray[tuple[int], dtype[float64]]¶
Model parameters
- y: ndarray[tuple[int], dtype[float64]] | Series | None =
None¶ Alternative values to use when computing model residuals
- regressors: ndarray[tuple[int, int], dtype[float64]] | DataFrame | None =
None¶ Alternative regressor values to use when computing model residuals
- Returns:¶
resids – Model residuals
- Return type:¶