GetResiduals {wpa}

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.

This method and the bottom documentation is taken directly from the original 'portes' package.

Usage

GetResiduals(obj)

Arguments

obj

a fitted time-series model with class "ar", "arima0", "Arima", ("ARIMA forecast ARIMA Arima"), "lm", ("glm" "lm"), "varest", or "list".

Value

List of order of fitted time series model and residuals from this model.

Author(s)

Esam Mahdi and A.I. McLeod.

Examples

fit <- arima(Nile, c(1, 0, 1))
GetResiduals(fit)