RecursiveLSResults.resid_recursive() [source]
Recursive residuals
| Returns: |
resid_recursive – An array of length nobs holding the recursive residuals. |
|---|---|
| Return type: | array_like |
The first k_exog residuals are typically unreliable due to initialization.
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© 2006 Jonathan E. Taylor
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http://www.statsmodels.org/stable/generated/statsmodels.regression.recursive_ls.RecursiveLSResults.resid_recursive.html