residuals.tfm: Residuals of a transfer function model

In tfarima: Transfer Function and ARIMA Models

Residuals of a transfer function model

Description

residuals computes the exact or conditional residuals of a TF model.

Usage

## S3 method for class 'tfm'
residuals(object, y = NULL, method = c("exact", "cond"), envir = NULL, ...)

Arguments

object	a tfm object.
y	output of the TF model (if it is different to that of the "tfm" object).
method	a character string specifying the method to compute the residuals, exact or conditional.
envir	environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.
...	additional arguments.

Value

A "ts" object.

tfarima documentation built on May 20, 2022, 5:06 p.m.