tfarima (version 0.4.1)

residuals.tfm: Extract Residuals from Transfer Function Model

Description

Computes exact or conditional residuals from a fitted transfer function model.

Usage

# S3 method for tfm
residuals(
  object,
  y = NULL,
  method = c("exact", "cond"),
  envir = parent.frame(),
  ...
)

Value

A ts object containing model residuals with the same time series attributes as the output series.

Arguments

object

A fitted tfm object.

y

Optional ts object for alternative output series.

method

Character: "exact" estimates presample values to compute residuals; "cond" fixes presample values at zero.

envir

Environment for evaluation. NULL uses calling environment.

...

Currently unused.