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