Create method get_residuals

[alex-hse-repository]

🚀 Feature Request

Create method to get the dataset with residuals

Motivation

Convenient way to get residuals for further analysis

Proposal

1. Create method

def get_residuals(
     forecast_df: pd.DataFrame,
     ts: "TSDataset"
) -> TSDataset

Where:
forecast_df - forecasts from backtest
ts - dataset that was used for backtest

Should return TSDataset with the residuals

2. Make method plot_residuals use get_residuals inside

Test cases

• Check the correctness of the method in the simple case

Alternatives

No response

Additional context

No response

Checklist

• I discussed this issue with ETNA Team