tfarima (version 0.3.2)

residuals.um: Residuals of the ARIMA model

Description

residuals computes the exact or conditional residuals.

Usage

# S3 method for um
residuals(object, z = NULL, method = c("exact", "cond"), envir = NULL, ...)

Arguments

object

an object of class um.

z

an object of class ts.

method

exact/conditional residuals.

envir

environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

...

additional arguments.

Value

An object of class um.

Examples

# NOT RUN {
z <- AirPassengers
airl <- um(z, i = list(1, c(1, 12)), ma = list(1, c(1, 12)), bc = TRUE)
r <- residuals(airl)
summary(r)
# }