residuals.tfm: Extract Residuals from Transfer Function Model

In tfarima: Transfer Function and ARIMA Models

Extract Residuals from Transfer Function Model

Description

Computes exact or conditional residuals from a fitted transfer function model.

Usage

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

Arguments

object	A fitted tfm object.
y	Optional ts object for alternative output series.
method	Character: "exact" estimates presample values to compute residuals; "cond" fixes presample values at zero.
envir	Environment for evaluation. NULL uses calling environment.
...	Currently unused.

Value

A ts object containing model residuals with the same time series attributes as the output series.

tfarima documentation built on Nov. 5, 2025, 7:43 p.m.