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:

, .