GetResiduals: Extract Residuals from Fitted ARIMA, VAR, or FGN Model
Description
This utility function is useful to use in the portmanteau functions,
BoxPierce, gvtest, Hosking,
LiMcLeod, LjungBox, and portest.
It takes a fitted time-series object with class "ar", "arima0", "Arima",
"varest", "FitAR", or "FitFGN" and returns the residuals and the order of the fitted object.
Usage
GetResiduals(obj)
Arguments
obj
a fitted time-series model with class "ar", "arima0", "Arima",
"varest", "FitAR", or "FitFGN".
Value
List of order of fitted time series model and residuals from this model.
The class of the residuals is ts.