Use
residuals() on a
arima object
DESCRIPTION:
This is a method for the function
residuals()
for objects inheriting from class
arima.
USAGE:
residuals.arima(object, standardize=T)
REQUIRED ARGUMENTS:
- object
-
an object of class "arima" returned from
arima.mle function.
OPTIONAL ARGUMENTS:
- standardize
-
a logical flag: if
TRUE, the
residuals will be divided by the
square root of the estimated conditional variance sequence.
VALUE:
a numerical sequence of one-step ahead prediction errors of the fitted ARIMA model object.
SEE ALSO:
,
.