R: Residuals from a bsts Object

residuals.bsts {bsts} | R Documentation

## Residuals from a bsts Object

### Description

Residuals (or posterior distribution of residuals) from a bsts object.

### Usage

      ## S3 method for class 'bsts'
    residuals(object,
        burn = SuggestBurn(.1, object),
        mean.only = FALSE,
        ...)

### Arguments

`object` | An object of class `bsts` created by the function of the same name.
`burn` | The number of MCMC iterations to discard as burn-in.
`mean.only` | Logical. If `TRUE` then the mean residual for each time period is returned. If `FALSE` then the full posterior distribution is returned.
`...` | Not used. This argument is here to comply with the signature of the generic residuals function.

### Value

If `mean.only` is `TRUE` then this function returns a vector of residuals with the same "time stamp" as the original series. If `mean.only` is `FALSE` then the posterior distribution of the residuals is returned instead, as a matrix of draws. Each row of the matrix is an MCMC draw, and each column is a time point. The colnames of the returned matrix will be the timestamps of the original series, as text.

### See Also

`bsts`, `plot.bsts`.

[Package bsts version 0.9.6 Index]