Extracts the residuals.

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

Arguments

object

The time series model used to produce the forecasts

type

The type of residuals to extract.

...

Additional arguments for forecast model methods.

Value

A vector of fitted residuals.

Examples

as_tsibble(lh) %>% model(AR(value ~ order(3))) %>% residuals()
#> # A tsibble: 48 x 3 [1] #> # Key: .model [1] #> .model index .resid #> <chr> <dbl> <dbl> #> 1 AR(value ~ order(3)) 1 NA #> 2 AR(value ~ order(3)) 2 NA #> 3 AR(value ~ order(3)) 3 NA #> 4 AR(value ~ order(3)) 4 -0.195 #> 5 AR(value ~ order(3)) 5 -0.163 #> 6 AR(value ~ order(3)) 6 -0.711 #> 7 AR(value ~ order(3)) 7 0.431 #> 8 AR(value ~ order(3)) 8 -0.159 #> 9 AR(value ~ order(3)) 9 -0.0469 #> 10 AR(value ~ order(3)) 10 -0.491 #> # … with 38 more rows