residuals.tfm

object

output of the TF model (if it is different to that of the "tfm" 
object).

a character string specifying the method to compute the 
residuals, exact or conditional.

method

<code>residuals</code> computes the exact or conditional residuals of a TF model.

Building customized transfer function and ARIMA models with multiple operators and parameter restrictions. Functions for model identification, model estimation (exact or conditional maximum likelihood), model diagnostic checking, automatic outlier detection, calendar effects, forecasting and seasonal adjustment. See Bell and Hillmer (1983) <doi:10.1080/01621459.1983.10478005>, Box, Jenkins, Reinsel and Ljung <ISBN:978-1-118-67502-1>, Box, Pierce and Newbold (1987) <doi:10.1080/01621459.1987.10478430>, Box and Tiao (1975) <doi:10.1080/01621459.1975.10480264>, Chen and Liu (1993) <doi:10.1080/01621459.1993.10594321>, Thompson and Tiao (1970) <http://old-www.stat.wisc.edu/sites/default/files/TR222.pdf>.

residuals.tfm: Residuals of a transfer function model

Description

Usage

Arguments

Value