arch.univariate.base.ARCHModel.resids

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

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