@krzysztofsztompka/garch
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standardizedResiduals
Function standardizedResiduals
standardizedResiduals
(
fit
:
GarchFit
,
returns
:
ArrayLike
<
number
>
)
:
Float64Array
z_t = (r_t − μ) / √s_t for every observation of the fit.
Parameters
fit
:
GarchFit
returns
:
ArrayLike
<
number
>
Returns
Float64Array
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@krzysztofsztompka/garch
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z_t = (r_t − μ) / √s_t for every observation of the fit.