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bsts (version 0.7.0)

residuals.bsts: Residuals from a bsts Object

Description

Residuals (or posterior distribution of residuals) from a bsts object.

Usage

# S3 method for bsts
residuals(object,
    burn = SuggestBurn(.1, object),
    mean.only = FALSE,
    …)

Arguments

object
An object of class bsts created by the function of the same name.
burn
The number of MCMC iterations to discard as burn-in.
mean.only
Logical. If TRUE then the mean residual for each time period is returned. If FALSE then the full posterior distribution is returned.
…
Not used. This argument is here to comply with the signature of the generic residuals function.

Value

If mean.only is TRUE then this function returns a vector of residuals with the same "time stamp" as the original series. If mean.only is FALSE then the posterior distribution of the residuals is returned instead, as a matrix of draws. Each row of the matrix is an MCMC draw, and each column is a time point. The colnames of the returned matrix will be the timestamps of the original series, as text.

See Also

bsts, plot.bsts.