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

In TSA: Time Series Analysis

Compute the Standardized Residuals from a Fitted ARIMA Model

Description

Computes the internally standardized residuals from a fitted ARIMA model.

Usage

## 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

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)

TSA documentation built on July 5, 2022, 5:05 p.m.