residuals.ucarima: Residuals of fitted UCARIMA models

In tfarima: Transfer Function and ARIMA Models

Residuals of fitted UCARIMA models

Description

residuals.ucarima generates the residuals of a fitted ucarima object.

Usage

## S3 method for class 'ucarima'
residuals(object, method = c("exact", "cond"), ...)

Arguments

object	an object of class ucarima.
method	character. Either "exact" or "conditional" residuals.
...	additional arguments.

Details

These residuals are calculated by first converting the ucarima object to a um object and then using the residuals.um function.

Value

A ts object containing the residuals of the SSM.

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