backcast.wge

This function takes either a fitted (or true) model for the realization x and calculates the residuals using the backcasting procedure

 residuals

 backcasting 

Accompanies the texts Time Series for Data Science with R by Woodward, Sadler and Robertson & Applied Time Series Analysis with R, 2nd edition by Woodward, Gray, and Elliott.  It is helpful for data analysis and for time series instruction.

Bivin Sadler

tswge

Time Series for Data Science

backcast.wge function

<dl> <dt>x</dt>
<dd>realization</dd> <dt>phi</dt>
<dd>AR coefficients</dd> <dt>theta</dt>
<dd>MA coefficients</dd> <dt>n.back</dt>
<dd>Backcast to X(-n.back)</dd></dl>

Arguments

Author

Calculate backcast residuals — backcast.wge

<dl>

 <dt>x</dt>
<dd>realization</dd>

 <dt>phi</dt>
<dd>AR coefficients</dd>

 <dt>theta</dt>
<dd>MA coefficients</dd>

 <dt>n.back</dt>
<dd>Backcast to X(-n.back)</dd>

</dl>

backcast.wge: Calculate backcast residuals

Description

Usage

Value

Arguments

Author

References

Examples