residuals.VAR: 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 'VAR'
residuals(object, ...)

Arguments

object	A model for which forecasts are required.
...	Other arguments passed to methods

Value

A vector of fitted residuals.

Examples

lung_deaths <- cbind(mdeaths, fdeaths) %>%
  as_tsibble(pivot_longer = FALSE)

lung_deaths %>%
  model(VAR(vars(mdeaths, fdeaths) ~ AR(3))) %>%
  residuals()

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