residuals.esemifar

Generic function which extracts model residuals from a <code>esemifar</code> class
object. Both <code>residuals</code> and its abbreviated form <code>resid</code> can be called.

The nonparametric trend and its derivatives in equidistant time
series (TS) with long-memory errors can be estimated. The
estimation is conducted via local polynomial regression using an
automatically selected bandwidth obtained by a built-in iterative plug-in
algorithm or a bandwidth fixed by the user.
The smoothing methods of the package are described in Letmathe, S., Beran,
J. and Feng, Y., (2023) <doi:10.1080/03610926.2023.2276049>.

Dominik Schulz

esemifar

Smoothing Long-Memory Time Series

Yuanhua Feng

Jan Beran

Sebastian Letmathe

residuals.esemifar function

<dl><dt>object</dt>
<dd>an object from the <code>esemifar</code> class.</dd>
<dt>...</dt>
<dd>included for consistency with the generic function.</dd></dl>

Arguments

<ul>
<li>Sebastian Letmathe (Scientific Employee) (Department of Economics,
Paderborn University), </li>
</ul>

Author

Extract Model Residuals — residuals.esemifar

<dl>

<dt>object</dt>
<dd>an object from the <code>esemifar</code> class.</dd>


<dt>...</dt>
<dd>included for consistency with the generic function.</dd>

</dl>

<ul>
<li>Sebastian Letmathe (Scientific Employee) (Department of Economics,
Paderborn University), </li>
</ul>

residuals.esemifar: Extract Model Residuals

Description

Usage

Value

Arguments

Author