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