Input to GARCH estimation

[DaanUtrecht]

Dear all,

I want to fit a bivariate GARCH BEKK model to two price series, like in the SAS user guide SAS/ETS(R) 9.22 User's Guide

The user duide mentions the following code:

model y1 y2;

garch q=1 p=1 form=bekk;

With y1 and y2, does the guide refer to the price series itself?

Or do I need to input the residuals from an AR process?