backcast.wge {tswge}

Calculate backcast residuals

Description

This function takes either a fitted (or true) model for the realization x and calculates the residuals using the backcasting procedure

Usage

backcast.wge(x, phi = 0, theta = 0, n.back = 50)

Arguments

x

realization

phi

AR coefficients

theta

MA coefficients

n.back

Backcast to X(-n.back)

Value

The n backcast residuals are returned

Author(s)

Wayne Woodward

References

Chapter 7 of Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott

Examples

data(fig6.2nf)
          backcast.wge(fig6.2nf,phi=c(1.2,-.6),theta=.5,n.back=50)