R: Extract residuals from a fable model

residuals.ARIMA {fable}

R Documentation

Extract residuals from a fable model

Extracts the residuals.

## S3 method for class 'ARIMA'
residuals(object, type = c("innovation", "regression"), ...)

`object`	The time series model used to produce the forecasts
`type`	The type of residuals to extract.
`...`	Additional arguments for forecast model methods.

A vector of fitted residuals.

USAccDeaths %>%
  as_tsibble() %>%
  model(arima = ARIMA(log(value) ~ pdq(0, 1, 1) + PDQ(0, 1, 1))) %>%
  residuals()

[Package fable version 0.3.0 Index]