fDMA (version 2.2.8)

residuals.dma: Extracts Residuals from dma Model.

Description

The function extracts residuals from the fDMA model.

Usage

# S3 method for dma
residuals(object, ...)

Value

vector of residuals

Arguments

object

an object of dma class

...

not used

Examples

wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- drivers[-1,]
ld.drivers[,c(4,6)] <- (diff(drivers[,c(4,6)]))[-1,]
ld.drivers[,c(1:2,5,7)] <- (diff(log(drivers[,c(1:2,5,7)])))[-1,]
ld.drivers[,c(3,6)] <- ld.drivers[,c(3,6)]/100
# \donttest{
m1 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.99,initvar=1,model="dma")
r <- residuals(object=m1)
# }