Extract the Residuals of a Fitted Object
Extracts the residuals or regression residuals from a fitted arfima
object
## S3 method for class 'arfima' residuals(object, reg = FALSE, ...)
object |
A fitted |
reg |
Whether to extract the regression residuals instead. If
|
... |
Optional parameters. Currently not used. |
A list of vectors of residuals, one for each mode.
JQ (Justin) Veenstra
Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)
set.seed(8564) sim <- arfima.sim(1000, model = list(phi = c(0.2, 0.1), dfrac = 0.4, theta = 0.9)) fit <- arfima(sim, order = c(2, 0, 1), back=TRUE) fit resid <- resid(fit) par(mfrow = c(1, 3)) plot(resid[[1]]) plot(resid[[2]]) plot(resid[[3]]) fitted <- fitted(fit) plot(fitted[[1]], resid[[1]]) plot(fitted[[2]], resid[[2]]) plot(fitted[[3]], resid[[3]]) par(mfrow = c(1, 1))
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