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

In fDMA: Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes

Extracts Residuals from dma Model.

Description

The function extracts residuals from the fDMA model.

Usage

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

Arguments

object	an object of dma class
...	not used

Value

vector of residuals

Examples

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.