RecursiveLSResults.resid_recursive()
statsmodels.regression.recursive_ls.RecursiveLSResults.resid_recursive
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RecursiveLSResults.resid_recursive()
[source] -
Recursive residuals
Returns: resid_recursive : array_like
An array of length
nobs
holding the recursive residuals.Notes
The first
k_exog
residuals are typically unreliable due to initialization.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.regression.recursive_ls.RecursiveLSResults.resid_recursive.html