residuals.dma {fDMA}

Extracts Residuals from dma Model.

Description

The function extracts residuals from the fDMA model.

Usage

## S3 method for class 'dma'
residuals(object, ...)

Arguments

object

an object of dma class

...

not used

Value

vector of residuals

Examples

wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- (diff(log(drivers)))[-1,]

m1 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.99,initvar=1,model="dma")
r <- residuals(object=m1)