residuals.FitARMA: residuals method for class FitARMA

In FitARMA: Fit ARMA or ARIMA Using Fast MLE Algorithm

Description

The innovation residuals are obtained.

Usage

## S3 method for class 'FitARMA'
residuals(object, ...)

Arguments

object	class FitARMA object
...	auxiliary parameters

Value

vector or ts object

Author(s)

A.I. McLeod

See Also

FitARMA

Examples

data(SeriesA)
out<-FitARMA(SeriesA, c(1,0,1))
resid(out)

Example output

Loading required package: FitAR
Loading required package: lattice
Loading required package: leaps
Loading required package: ltsa
Loading required package: bestglm
  [1]  0.1174000480 -0.3381036943 -0.5369166902 -0.5787936759  0.5788265763
  [6]  0.1367191694 -0.0361132358  0.5552363828  0.0505364093 -0.0674702836
 [11] -0.3445520224  0.4685038535  0.1005958230  0.2704874152  0.1865779673
 [16] -0.2617370888  0.1435891604  0.0043764675  0.2150843149 -0.4453231353
 [21]  0.0196133422  0.3147242159  0.2120495150  0.2529294271  0.0856015693
 [26]  0.2801207060  0.0103917971 -0.0631850773 -0.3146841287  0.6131022574
 [31]  0.1203895399  0.7092851190 -0.0968279013 -0.1157886966 -0.0358398276
 [36] -0.2898052414  0.3365610060  0.3428901079 -0.0443320835  0.4053049167
 [41]  0.1007398393  0.0071042856 -0.9559445302  0.6981970934 -0.0306128519
 [46]  0.0040709654 -0.1759581088  0.2021141874 -0.3527913335  0.1820266497
 [51]  0.4265087589 -0.4053179764 -0.4482181973 -0.1911871244 -0.1340551507
 [56]  0.2988414334 -0.2153627631  0.6520245167  0.0245339927 -0.5733090000
 [61]  0.1276521148 -0.1230670663 -0.3856981157  1.1356784495 -0.0604441297
 [66]  0.0777606207 -0.2335276138 -0.2401678214  0.2468752617 -0.3361514021
 [71]  0.2824744352  0.2843466138  0.4945581061 -0.5570016943 -0.2446911492
 [76] -0.0557292758 -0.1377915461  0.0058235047 -0.4023494530 -0.1739094037
 [81] -0.0332401302 -0.1431092621 -0.4155054139 -0.1997515853 -0.2663870492
 [86] -0.0138892401 -0.1502340188  0.0621251568 -0.2973314287 -0.2317069943
 [91] -0.3939204707 -0.1055899484 -0.2213022743 -0.0970629349  0.4836076117
 [96]  0.1727586056  0.2846382776  0.1673255593 -0.3002231041 -0.0059715509
[101] -0.4182745592  0.4077874406 -0.5526316596  0.2212911601  0.1217167990
[106] -0.2356181105 -0.6687720019 -0.0638494474  0.2209989001 -0.2875849757
[111] -0.1169615066 -0.1095830251  0.2946655037  0.2639657402  0.1554223117
[116] -0.3070769937 -0.1099180277 -0.5872604170 -0.1077815864  0.0957027648
[121]  0.1311360262  0.2606719784 -0.1464742406  0.0916905065  0.2470927352
[126]  0.2548403310  0.0684348832  0.1519691524  0.0092016748  0.0178626643
[131]  0.3228496694 -0.3741383714 -0.2302649699 -0.1474227008  0.0002778942
[136] -0.5055426152 -0.1424615007 -0.0151324507 -0.1326828885 -0.1095019040
[141] -0.1961543085 -0.2551822487  0.3016959716 -0.1319861098 -0.1091006982
[146]  0.1040767248  0.5450912445  0.0446948428 -0.0708338734 -0.2464887874
[151]  0.2341021443  0.1473603443  0.2974144271  0.0020825299 -0.2862365401
[156] -0.2796511135  0.0150072879  0.4029385595  0.0628433342  0.0487495356
[161] -0.0593656724 -0.0307518795 -0.0142760765  0.2952106907  0.0008136298
[166] -0.2869671586 -0.1800718121 -0.0185214711 -0.3163672976 -0.0152673854
[171]  0.3763729115  0.7384133342  0.4925436390  0.1509718969  0.0360279116
[176] -0.4392903242 -0.3586459922 -0.0213444619  0.0911407164  0.2650431641
[181]  0.2834431566  0.6031713741 -0.4761951708 -0.2798957828 -0.1668666082
[186]  0.0982155751  0.1691168585  0.2190753081  0.1569748860 -0.2787825396
[191]  0.8337743934  0.7657195262 -0.0551994822  0.2173144466  0.0924949478
[196] -0.3885096078 -0.0111394711

FitARMA documentation built on May 2, 2019, 9:33 a.m.