arch.univariate.base.ARCHModel.resids

abstract ARCHModel.resids(params, y=None, regressors=None)[source]

Compute model residuals

Parameters

  • params (ndarray) – Model parameters

  • y (ndarray, optional) – Alternative values to use when computing model residuals

  • regressors (ndarray, optional) – Alternative regressor values to use when computing model residuals

Returns

resids – Model residuals

Return type

ndarray