residuals.dma: Extracts Residuals from 'dma' Model.

Description Usage Arguments Examples

View source: R/other.methods.dma.R

Description

The function extracts residuals from the fDMA model.

Usage

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

Arguments

object

an object of dma class

...

not used

Examples

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wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- (diff(log(drivers)))[-1,]
## Not run: 
m1 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.99,initvar=1,model="dma")
r <- residuals(object=m1)

## End(Not run)

fDMA documentation built on July 17, 2020, 5:06 p.m.

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