arch.univariate.base.ARCHModel.resids¶

abstract ARCHModel.resids(params: ndarray[Any, dtype[float64]], y: ndarray | Series | None = None, regressors: ndarray | DataFrame | None = None) → ndarray | Series[source]¶

Compute model residuals

Parameters:¶

params: ndarray[Any, dtype[float64]]¶

Model parameters

y: ndarray | Series | None = None¶

Alternative values to use when computing model residuals

regressors: ndarray | DataFrame | None = None¶

Alternative regressor values to use when computing model residuals

Returns:¶

resids – Model residuals

Return type:¶

numpy.ndarray