itsmr (version 1.10)

Resid: Compute residuals

Description

Compute residuals

Usage

Resid(x, M = NULL, a = NULL)

Value

Returns a vector of residuals the same length as x.

Arguments

x

Time series data

M

Data model

a

ARMA model

Details

The data model can be NULL for none. Otherwise M is a vector of function names and arguments.

Example:

M = c("log","season",12,"trend",1)

The above model takes the log of the data, then subtracts a seasonal component of period 12, then subtracts a linear trend component.

These are the available functions:

diff	Difference the data. Has a single argument, the lag.
hr	Subtract harmonic components. Has one or more arguments, each specifying the number of observations per harmonic.
log	Take the log of the data, has no arguments.
season	Subtract a seasonal component. Has a single argument, the number of observations per season.
trend	Subtract a trend component. Has a single argument, the order of the trend (1 linear, 2 quadratic, etc.)

At the end of the model there is an implicit subtraction of the mean operation. Hence the resulting time series always has zero mean.

See Also

test

Examples

M = c("log","season",12,"trend",1)
e = Resid(wine,M)

a = arma(e,1,1)
ee = Resid(wine,M,a)