residuals.um

<code>residuals</code> computes the exact or conditional residuals.

Build customized transfer function and ARIMA models with multiple operators
and parameter restrictions. Provides tools for model identification, estimation
using exact or conditional maximum likelihood, diagnostic checking, automatic outlier
detection, calendar effects, forecasting, and seasonal adjustment. The new version
also supports unobserved component ARIMA model specification and estimation
for structural time series analysis.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

residuals.um function

<dl><dt>object</dt>
<dd>an object of class <code>um</code>.</dd>
<dt>z</dt>
<dd>an object of class <code>ts</code>.</dd>
<dt>method</dt>
<dd>exact/conditional residuals.</dd>
<dt>envir</dt>
<dd>environment in which the function arguments are evaluated.
If NULL the calling environment of this function will be used.</dd>
<dt>...</dt>
<dd>additional arguments.</dd></dl>

Arguments

Residuals of the ARIMA model — residuals.um

<dl>

<dt>object</dt>
<dd>an object of class <code>um</code>.</dd>


<dt>z</dt>
<dd>an object of class <code>ts</code>.</dd>


<dt>method</dt>
<dd>exact/conditional residuals.</dd>


<dt>envir</dt>
<dd>environment in which the function arguments are evaluated.
If NULL the calling environment of this function will be used.</dd>


<dt>...</dt>
<dd>additional arguments.</dd>

</dl>

residuals.um: Residuals of the ARIMA model

Description

Usage

Value

Arguments

Examples