arch.univariate.base.ARCHModel.resids

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

Compute model residuals

Parameters:

paramsndarray

Model parameters

yndarray, optional

Alternative values to use when computing model residuals

regressorsndarray, optional

Alternative regressor values to use when computing model residuals

Returns:

residsndarray

Model residuals

Return type:

ndarray