Resid | R Documentation |
Compute residuals
Resid(x, M = NULL, a = NULL)
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
.
test
M = c("log","season",12,"trend",1) e = Resid(wine,M) a = arma(e,1,1) ee = Resid(wine,M,a)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.