ftsa: residuals.fm – R documentation

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residuals.fm

Compute residuals from a functional model

Description

After fitting a functional model, it is useful to inspect the residuals. This function extracts the relevant information from the fit object and puts it in a form suitable for plotting with image, persp, contour, filled.contour, etc.

Usage

## S3 method for class 'fm'
residuals(object, ...)

Arguments

`object`	Output from `ftsm` or `fplsr`.
`...`	Other arguments.

Value

Produces an object of class “fmres” containing the residuals from the model.

Author(s)

Rob J Hyndman

References

B. Erbas and R. J. Hyndman and D. M. Gertig (2007) "Forecasting age-specific breast cancer mortality using functional data model", Statistics in Medicine, 26(2), 458-470.

R. J. Hyndman and M. S. Ullah (2007) "Robust forecasting of mortality and fertility rates: A functional data approach", Computational Statistics \& Data Analysis, 51(10), 4942-4956.

R. J. Hyndman and H. Booth (2008) "Stochastic population forecasts using functional data models for mortality, fertility and migration", International Journal of Forecasting, 24(3), 323-342.

H. L. Shang (2012) "Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods", Journal of Population Research, 29(3), 249-267.

H. L. Shang (2012) "Point and interval forecasts of age-specific life expectancies: a model averaging", Demographic Research, 27, 593-644.

Examples

plot(residuals(object = ftsm(y = ElNino_ERSST_region_1and2)), 
	xlab = "Year", ylab = "Month")

ftsa

Functional Time Series Analysis

v6.0

GPL-3

Authors

Rob Hyndman [aut] (<https://orcid.org/0000-0002-2140-5352>), Han Lin Shang [aut, cre, cph] (<https://orcid.org/0000-0003-1769-6430>)

Initial release

2020-11-29