residuals.um: Residuals of the ARIMA model

In tfarima: Transfer Function and ARIMA Models

Residuals of the ARIMA model

Description

residuals computes the exact or conditional residuals.

Usage

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

Arguments

object	an object of class um.
z	an object of class ts.
method	exact/conditional residuals.
envir	environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.
...	additional arguments.

Value

An object of class um.

Examples

z <- AirPassengers
airl <- um(z, i = list(1, c(1, 12)), ma = list(1, c(1, 12)), bc = TRUE)
r <- residuals(airl)
summary(r)

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