Description Usage Arguments Details Value See Also Examples

Compute residuals

1 |

`x` |
Time series data |

`M` |
Data model |

`a` |
ARMA model |

The data model can be `NULL`

for none.
Otherwise `M`

is a vector of function names and arguments.

Example:

`M = c("log","season",12,"trend",1)`

The above model takes the log of the data, then subtracts a seasonal component of period 12, then subtracts a linear trend component.

These are the available functions:

`diff` | Difference the data. Has a single argument, the lag. |

`hr` | Subtract harmonic components. Has one or more arguments, each specifying the number of observations per harmonic. |

`log` | Take the log of the data, has no arguments. |

`season` | Subtract a seasonal component. Has a single argument, the number of observations per season. |

`trend` | Subtract a trend component. Has a single argument, the order of the trend (1 linear, 2 quadratic, etc.) |

At the end of the model there is an implicit subtraction of the mean operation. Hence the resulting time series always has zero mean.

Returns a vector of residuals the same length as `x`

.

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