[Python] Storing data with Python arrays (HAR-RV Credit Risk model implementation)

I'm dealing with the HAR-RV model, trying to run this equation but having no success at all to store my operations on the array

Here what I'm trying to calculate:

r_[t,i] = Y_[t,i] - Y_[t,i-1]


https://cdn1.imggmi.com/uploads/2019/8/30/299a4ab026de7db33c4222b30f3ed70a-full.png

Im using the first relation here, where r means return and Y the stock prices

t = 10 # daily intervals

i = 30 # number of days

s = 1

# (Here I've just created some fake numbers, intending to simulate some stock prices)

Y = abs(np.random.random((10,30)) + 1)

# initializing my return array
return = np.array([])

# (I also tried to initialize it as a Matrix before..) :
return = np.zeros((10,30))

# here is my for loop to store each daily return at its position on the "return" Array. I wanted an Array but got just "() size"

for t in range(0,9):
for i in range(1,29):
return = np.array( Y.item((t,i)) - Y.item((t,i-1)) )


... so, I was expecting something like this:

return = [first difference, second difference, third difference...]


how can I do that ?

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