TSA (version 0.99)

rstandard.Arima: Compute the Standardized Residuals from a Fitted ARIMA Model

Description

Computes the internally standardized residuals from a fitted ARIMA model.

Usage

## S3 method for class 'Arima':
rstandard(model,...)

Arguments

model

model fitted by the arima function

...

not used; kept here for consistency with the generic method

Value

• time series of standarized residuals

Details

residuals/(error std. dev.)

Examples

data(oil.price)
m1.oil=arima(log(oil.price),order=c(0,1,1))
plot(rstandard(m1.oil),ylab='Standardized residuals',type='l')
abline(h=0)