residuals.revision_model: Residuals of a Revision Model

In reviser: Analyzing Revisions in Real-Time Time Series Vintages

Residuals of a Revision Model

Description

Difference between the observed target release and the smoothed estimate of the model's latent signal. These are measurement residuals of the release the model treats as its target – the efficient release for a kk_model, the most mature release included in the estimation for a jvn_model – not one-step-ahead prediction errors.

Usage

## S3 method for class 'revision_model'
residuals(object, ...)

Arguments

object	A fitted model object inheriting from revision_model, such as a kk_model or a jvn_model.
...	Ignored.

Value

A tibble with columns time and residual.

See Also

Other revision nowcasting: coef.revision_model(), fitted.revision_model(), jvn_nowcast(), kk_nowcast(), logLik.revision_model(), nobs.revision_model(), plot.revision_model(), predict.revision_model(), print.revision_model(), revision_model, states(), summary.revision_model(), vcov.revision_model()

Examples

df <- get_nth_release(
  tsbox::ts_span(
    tsbox::ts_pc(dplyr::filter(reviser::gdp, id == "US")),
    start = "1980-01-01"
  ),
  n = 0:1
)
df <- na.omit(dplyr::select(df, -c("id", "pub_date")))
fit <- kk_nowcast(df, e = 1, model = "KK", method = "MLE")
head(residuals(fit))

reviser documentation built on Sept. 14, 2026, 9:09 a.m.