residuals.ARIMA {fable}R Documentation

Extract residuals from a fable model

Description

Extracts the residuals.

Usage

## S3 method for class 'ARIMA'
residuals(object, type = c("innovation", "regression"), ...)

Arguments

object

A model for which forecasts are required.

type

The type of residuals to extract.

...

Other arguments passed to methods

Value

A vector of fitted residuals.

Examples

USAccDeaths %>%
  as_tsibble() %>%
  model(arima = ARIMA(log(value) ~ pdq(0, 1, 1) + PDQ(0, 1, 1))) %>%
  residuals()

[Package fable version 0.3.4 Index]