residuals.um {tfarima} | R Documentation |
Residuals of the ARIMA model
Description
residuals
computes the exact or conditional residuals.
Usage
## S3 method for class 'um'
residuals(object, z = NULL, method = c("exact", "cond"), envir = NULL, ...)
Arguments
object |
an object of class |
z |
an object of class |
method |
exact/conditional residuals. |
envir |
environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used. |
... |
additional arguments. |
Value
An object of class um
.
Examples
z <- AirPassengers
airl <- um(z, i = list(1, c(1, 12)), ma = list(1, c(1, 12)), bc = TRUE)
r <- residuals(airl)
summary(r)
[Package tfarima version 0.3.2 Index]