residuals.dma {fDMA} | R Documentation |
Extracts Residuals from dma
Model.
Description
The function extracts residuals from the fDMA
model.
Usage
## S3 method for class 'dma'
residuals(object, ...)
Arguments
object |
an object of |
... |
not used |
Value
vector
of residuals
Examples
wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- drivers[-1,]
ld.drivers[,c(4,6)] <- (diff(drivers[,c(4,6)]))[-1,]
ld.drivers[,c(1:2,5,7)] <- (diff(log(drivers[,c(1:2,5,7)])))[-1,]
ld.drivers[,c(3,6)] <- ld.drivers[,c(3,6)]/100
m1 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.99,initvar=1,model="dma")
r <- residuals(object=m1)
[Package fDMA version 2.2.8 Index]