residuals.smoots

Generic function which extracts model residuals from a <code>smoots</code> class
object. Both <code>residuals</code> and its abbreviated form <code>resid</code> can be called.

The nonparametric trend and its derivatives in equidistant time
series (TS) with short-memory stationary errors can be estimated. The
estimation is conducted via local polynomial regression using an
automatically selected bandwidth obtained by a built-in iterative plug-in
algorithm or a bandwidth fixed by the user. A Nadaraya-Watson kernel
smoother is also built-in as a comparison. With version 1.1.0, a linearity
test for the trend function, forecasting methods and backtesting
approaches are implemented as well.
The smoothing methods of the package are described in Feng, Y., Gries, T.,
and Fritz, M. (2020) <doi:10.1080/10485252.2020.1759598>.

Dominik Schulz

smoots

Nonparametric Estimation of the Trend and Its Derivatives in TS

Yuanhua Feng

Sebastian Letmathe

Thomas Gries

Marlon Fritz

residuals.smoots function

<dl><dt>object</dt>
<dd>an object from the <code>smoots</code> class.</dd>
<dt>...</dt>
<dd>included for consistency with the generic function.</dd></dl>

Arguments

<ul>
<li>Sebastian Letmathe (Scientific Employee) (Department of Economics,
Paderborn University), </li>
</ul>

Author

Extract Model Residuals — residuals.smoots

<dl>

<dt>object</dt>
<dd>an object from the <code>smoots</code> class.</dd>


<dt>...</dt>
<dd>included for consistency with the generic function.</dd>

</dl>

<ul>
<li>Sebastian Letmathe (Scientific Employee) (Department of Economics,
Paderborn University), </li>
</ul>

residuals.smoots: Extract Model Residuals

Description

Usage

Value

Arguments

Author