Get response variable from time series model.
getResponse
is a generic function for extracting the historical data
from a time series model (including Arima
, ets
, ar
,
fracdiff
), a linear model of class lm
, or a forecast object.
The function invokes particular methods which depend on the class of
the first argument.
getResponse(object, ...) ## Default S3 method: getResponse(object, ...) ## S3 method for class 'lm' getResponse(object, ...) ## S3 method for class 'Arima' getResponse(object, ...) ## S3 method for class 'fracdiff' getResponse(object, ...) ## S3 method for class 'ar' getResponse(object, ...) ## S3 method for class 'tbats' getResponse(object, ...) ## S3 method for class 'bats' getResponse(object, ...) ## S3 method for class 'mforecast' getResponse(object, ...) ## S3 method for class 'baggedModel' getResponse(object, ...)
object |
a time series model or forecast object. |
... |
Additional arguments that are ignored. |
A numerical vector or a time series object of class ts
.
Rob J Hyndman
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