resid_armacopula

Residual function for armacopula object

internal

Functions for the analysis of time series using copula models.
The package is based on methodology described in the following references.
McNeil, A.J. (2021) <doi:10.3390/risks9010014>,
Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>,
Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>.

Alexander McNeil

tscopula

Time Series Copula Models

Martin Bladt

resid_armacopula function

<dl><dt>object</dt>
<dd>a fitted armacopula object.</dd>
<dt>data</dt>
<dd>the data to which copula is fitted.</dd>
<dt>trace</dt>
<dd>extract trace instead of residuals.</dd></dl>

Arguments

Residual function for armacopula object — resid_armacopula

<dl>

<dt>object</dt>
<dd>a fitted armacopula object.</dd>


<dt>data</dt>
<dd>the data to which copula is fitted.</dd>


<dt>trace</dt>
<dd>extract trace instead of residuals.</dd>

</dl>

resid_armacopula: Residual function for armacopula object

Description

Usage

Value

Arguments