residuals.ARIMA: Extract residuals from a fable model

In fable: Forecasting Models for Tidy Time Series

Extract residuals from a fable model

Description

Extracts the residuals.

Usage

## S3 method for class 'ARIMA'
residuals(object, type = c("innovation", "regression"), ...)

Arguments

object	A model for which forecasts are required.
type	The type of residuals to extract.
...	Other arguments passed to methods

Value

A vector of fitted residuals.

Examples

USAccDeaths %>%
  as_tsibble() %>%
  model(arima = ARIMA(log(value) ~ pdq(0, 1, 1) + PDQ(0, 1, 1))) %>%
  residuals()

fable documentation built on March 31, 2023, 8:13 p.m.