'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.'

@cache_readonly
def resid_recursive(self):

    return (self.filter_results.standardized_forecasts_error.squeeze() * (self.filter_results.obs_cov[(0, 0)] ** 0.5))
