rstandard.Arima: Compute the Standardized Residuals from a Fitted ARIMA Model

Description Usage Arguments Details Value Examples

Description

Computes the internally standardized residuals from a fitted ARIMA model.

Usage

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## S3 method for class 'Arima'
rstandard(model,...)

Arguments

model

model fitted by the arima function

...

not used; kept here for consistency with the generic method

Details

residuals/(error std. dev.)

Value

time series of standarized residuals

Examples

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data(oil.price)
m1.oil=arima(log(oil.price),order=c(0,1,1))
plot(rstandard(m1.oil),ylab='Standardized residuals',type='l')
abline(h=0)

Example output

Loading required package: leaps
Loading required package: locfit
locfit 1.5-9.1 	 2013-03-22
Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-20. For overview type 'help("mgcv-package")'.
Loading required package: tseries

Attaching package: 'TSA'

The following objects are masked from 'package:stats':

    acf, arima

The following object is masked from 'package:utils':

    tar

TSA documentation built on May 30, 2017, 12:11 a.m.