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