statsmodels / 0.9.0 / generated / statsmodels.tsa.vector_ar.vecm.vecmresults.resid.html /

statsmodels.tsa.vector_ar.vecm.VECMResults.resid

VECMResults.resid() [source]

Return the difference between observed and fitted values.

Returns: resid – The residuals.
Return type: array (nobs x neqs)

© 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.tsa.vector_ar.vecm.VECMResults.resid.html