residuals: Model Residuals

In tsmodels/tsforeign: Interface To Other Packages

Model Residuals

Description

Extract the residual values from an estimated model.

Usage

## S3 method for class 'arima.estimate'
residuals(object, raw = FALSE, ...)

## S3 method for class 'bsts.estimate'
residuals(
  object,
  distribution = FALSE,
  invdiff = TRUE,
  standardize = FALSE,
  raw = FALSE,
  type = c("filtered", "smoothed"),
  ...
)

Arguments

object	an object of class “tsissm.estimate”.
raw	raw residuals are the model based values in transformed space (when either Box Cox or Logistic have been used as transformations).
...	not currently used.
distribution	whether to return the full distribution for the bsts model.
invdiff	if a model in differences was estimated, whether to inverse the differencing when calculating the residual values.
standardize	whether to scale the errors by the model standard deviation.
type	for the bsts model, the filtered are the one step ahead forecast errors, whilst the smoothed represent those values using the whole information set.

Value

For the distribution choice, an object of class “tsmodel.distribution”, else an xts vector.

tsmodels/tsforeign documentation built on June 22, 2022, 2:09 p.m.