fable (version 0.3.2)

residuals.ARIMA: Extract residuals from a fable model

Description

Extracts the residuals.

Usage

# S3 method for ARIMA
residuals(object, type = c("innovation", "regression"), ...)

Value

A vector of fitted residuals.

Arguments

object

The time series model used to produce the forecasts

type

The type of residuals to extract.

...

Additional arguments for forecast model methods.

Examples

USAccDeaths %>%
  as_tsibble() %>%
  model(arima = ARIMA(log(value) ~ pdq(0, 1, 1) + PDQ(0, 1, 1))) %>%
  residuals()