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

residuals.dma | R Documentation |

`dma`

Model.The function extracts residuals from the `fDMA`

model.

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

`object` |
an object of |

`...` |
not used |

`vector`

of residuals

```
wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- (diff(log(drivers)))[-1,]
m1 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.99,initvar=1,model="dma")
r <- residuals(object=m1)
```

fDMA documentation built on July 26, 2023, 6:09 p.m.

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