forecast: arima.errors – R documentation

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forecast

arima.errors

Errors from a regression model with ARIMA errors

Description

Returns time series of the regression residuals from a fitted ARIMA model.

Usage

arima.errors(object)

Arguments

object

An object containing a time series model of class Arima.

Details

This is a deprecated function which is identical to residuals.Arima(object, type="regression") Regression residuals are equal to the original data minus the effect of any regression variables. If there are no regression variables, the errors will be identical to the original series (possibly adjusted to have zero mean).

Value

A ts object

Author(s)

Rob J Hyndman

Rob Hyndman [aut, cre, cph] (<https://orcid.org/0000-0002-2140-5352>), George Athanasopoulos [aut], Christoph Bergmeir [aut] (<https://orcid.org/0000-0002-3665-9021>), Gabriel Caceres [aut], Leanne Chhay [aut], Mitchell O'Hara-Wild [aut] (<https://orcid.org/0000-0001-6729-7695>), Fotios Petropoulos [aut] (<https://orcid.org/0000-0003-3039-4955>), Slava Razbash [aut], Earo Wang [aut], Farah Yasmeen [aut] (<https://orcid.org/0000-0002-1479-5401>), R Core Team [ctb, cph], Ross Ihaka [ctb, cph], Daniel Reid [ctb], David Shaub [ctb], Yuan Tang [ctb] (<https://orcid.org/0000-0001-5243-233X>), Zhenyu Zhou [ctb]

Initial release