GetResiduals {portes} | R Documentation |
Extract Residuals from ARIMA, VAR, or any Simulated Fitted Time Series Model
Description
This utility function is useful to use in the portmanteau functions,
BoxPierce
, MahdiMcLeod
, Hosking
,
LiMcLeod
, LjungBox
, and portest
.
GetResiduals()
function takes a fitted time-series object
with class "ar"
, "arima0"
, "Arima"
,
("ARIMA forecast ARIMA Arima")
, "lm"
, ("glm" "lm")
,
"varest"
, or "list"
.
and returns the residuals and the order from the fitted object.
Usage
GetResiduals(obj)
Arguments
obj |
a fitted time-series model with class |
Value
List of order of fitted time series model and residuals from this model.
Author(s)
Esam Mahdi and A.I. McLeod.
See Also
ar
, ar.ols
, ar.burg
,
ar.yw
, ar.mle
, arima0
, arima
,
Arima
, auto.arima
,
lm
, glm
, VAR
,
BoxPierce
, LjungBox
, MahdiMcLeod
, Hosking
,
LiMcLeod
.
Examples
fit <- arima(Nile, c(1, 0, 1))
GetResiduals(fit)