GetResiduals

a fitted time-series model with class <code>"ar"</code>, <code>"arima0"</code>, <code>"Arima"</code>, 
   <code>"varest"</code>, <code>"FitAR"</code>, <code>"FitFGN"</code>, <code>"garch"</code>, 
   <code>"fGARCH"</code>, or <code>"list"</code>. 


This utility function is useful to use in the portmanteau functions, 
<code><a rd-options="" href="/link/BoxPierce?package=portes&version=2.1-3" data-mini-rdoc="portes::BoxPierce">BoxPierce</a></code>, <code><a rd-options="" href="/link/gvtest?package=portes&version=2.1-3" data-mini-rdoc="portes::gvtest">gvtest</a></code>, <code><a rd-options="" href="/link/Hosking?package=portes&version=2.1-3" data-mini-rdoc="portes::Hosking">Hosking</a></code>,
<code><a rd-options="" href="/link/LiMcLeod?package=portes&version=2.1-3" data-mini-rdoc="portes::LiMcLeod">LiMcLeod</a></code>, <code><a rd-options="" href="/link/LjungBox?package=portes&version=2.1-3" data-mini-rdoc="portes::LjungBox">LjungBox</a></code>, and <code><a rd-options="" href="/link/portest?package=portes&version=2.1-3" data-mini-rdoc="portes::portest">portest</a></code>.
It takes a fitted time-series object with class <code>"ar"</code>, <code>"arima0"</code>, <code>"Arima"</code>, 
<code>"varest"</code>, <code>"FitAR"</code>, <code>"FitFGN"</code>, <code>"garch"</code>, <code>"fGARCH"</code>, or <code>"list"</code>. 
 and returns the residuals and the order from the fitted object.


This package contains a set of portmanteau diagnostic
checks for univariate and multivariate time series.

GetResiduals: Extract Residuals from ARIMA, VAR, FGN, GARCH, or any Fitted Time Series Model

Description

Usage

Arguments

Value

See Also

Examples