ycinterextra (version 0.1)

residuals: Model residuals

Description

Extracting the residuals of the model

Usage

residuals(.Object)

Arguments

.Object

An S4 object created by ycinter or ycextra.

Value

A time series object giving the residuals

Details

This function extracts the residuals sum ot the model after the intepolation. When extrapolation is carried out, the function uses the values observed in the liquid part of the curve

See Also

ycsummary

Examples

# Prices
 p <- c(0.9859794,0.9744879,0.9602458,0.9416551,0.9196671,0.8957363,0.8716268,0.8482628,
 0.8255457,0.8034710,0.7819525,0.7612204,0.7416912,0.7237042,0.7072136
 ,0.6922140,0.6785227,0.6660095,0.6546902,0.6441639,0.6343366,0.6250234,0.6162910,0.6080358,
 0.6003302,0.5929791,0.5858711,0.5789852,0.5722068,0.5653231)

 # Observed maturities
 u <- 1:30

 # Output maturities
 t <- seq(from = 1, to = 30, by = 0.5)

 # Svensson interpolation
 yc <- ycinter(p = p, matsin = u, matsout = t,
 method="SW", typeres="prices")

 residuals(yc)