Extracts the residuals.

# S3 method for RW
residuals(object, ...)

Arguments

object

The time series model used to produce the forecasts

...

Additional arguments for forecast model methods.

Value

A vector of fitted residuals.

Examples

as_tsibble(Nile) %>% model(NAIVE(value)) %>% residuals()
#> # A tsibble: 100 x 3 [1Y] #> # Key: .model [1] #> .model index .resid #> <chr> <dbl> <dbl> #> 1 NAIVE(value) 1871 NA #> 2 NAIVE(value) 1872 40 #> 3 NAIVE(value) 1873 -197 #> 4 NAIVE(value) 1874 247 #> 5 NAIVE(value) 1875 -50 #> 6 NAIVE(value) 1876 0 #> 7 NAIVE(value) 1877 -347 #> 8 NAIVE(value) 1878 417 #> 9 NAIVE(value) 1879 140 #> 10 NAIVE(value) 1880 -230 #> # … with 90 more rows
library(tsibbledata) aus_production %>% model(snaive = SNAIVE(Beer ~ lag("year"))) %>% residuals()
#> # A tsibble: 218 x 3 [1Q] #> # Key: .model [1] #> .model Quarter .resid #> <chr> <qtr> <dbl> #> 1 snaive 1956 Q1 NA #> 2 snaive 1956 Q2 NA #> 3 snaive 1956 Q3 NA #> 4 snaive 1956 Q4 NA #> 5 snaive 1957 Q1 -22 #> 6 snaive 1957 Q2 15 #> 7 snaive 1957 Q3 9 #> 8 snaive 1957 Q4 12 #> 9 snaive 1958 Q1 10 #> 10 snaive 1958 Q2 5 #> # … with 208 more rows