arima.errors: Errors from a regression model with ARIMA errors
In forecast: Forecasting Functions for Time Series and Linear Models
arima.errors R Documentation
Errors from a regression model with ARIMA errors
Description
Returns time series of the regression residuals from a fitted ARIMA model.
Usage
arima.errors(object)
Arguments
object
An object containing a time series model of class Arima.
Details
This is a deprecated function
which is identical to residuals.Arima(object, type="regression")
Regression residuals are equal to the original data
minus the effect of any regression variables. If there are no regression
variables, the errors will be identical to the original series (possibly
adjusted to have zero mean).
Value
A ts object
Author(s)
Rob J Hyndman
See Also
residuals.Arima.
forecast documentation built on June 22, 2024, 9:20 a.m.
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| arima.errors | R Documentation |
Errors from a regression model with ARIMA errors
Description
Returns time series of the regression residuals from a fitted ARIMA model.
Usage
arima.errors(object)
Arguments
object |
An object containing a time series model of class |
Details
This is a deprecated function
which is identical to residuals.Arima(object, type="regression")
Regression residuals are equal to the original data
minus the effect of any regression variables. If there are no regression
variables, the errors will be identical to the original series (possibly
adjusted to have zero mean).
Value
A ts object
Author(s)
Rob J Hyndman
See Also
residuals.Arima.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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