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forecast (version 8.21.1)

arima.errors: Errors from a regression model with ARIMA errors

Description

Returns time series of the regression residuals from a fitted ARIMA model.

Usage

arima.errors(object)

Value

A ts object

Arguments

object

An object containing a time series model of class Arima.

Author

Rob J Hyndman

Details

This is a deprecated function which is identical to residuals.Arima(object, type="regression") Regression residuals are equal to the original data minus the effect of any regression variables. If there are no regression variables, the errors will be identical to the original series (possibly adjusted to have zero mean).

See Also

residuals.Arima.