arima.errors

0th

Percentile

Errors from a regression model with ARIMA errors

Returns time series of the regression residuals from a fitted ARIMA model.

Keywords
ts
Usage
arima.errors(object)
Arguments
object

An object containing a time series model of class Arima.

Details

This is a deprecated function which is identical to residuals.Arima(object, type="regression") Regression residuals are equal to the original data minus the effect of any regression variables. If there are no regression variables, the errors will be identical to the original series (possibly adjusted to have zero mean).

Value

A ts object

See Also

residuals.Arima.

Aliases
  • arima.errors
Documentation reproduced from package forecast, version 8.1, License: GPL (>= 3)

Community examples

Looks like there are no examples yet.