Extract residuals from a fable model

Extracts the residuals.

# S3 method for VAR
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

lung_deaths <- cbind(mdeaths, fdeaths) %>%
  as_tsibble(pivot_longer = FALSE)

lung_deaths %>%
  model(VAR(vars(mdeaths, fdeaths) ~ AR(3))) %>%
  residuals()
#> # A tsibble: 72 x 4 [1M]
#> # Key:       .model [1]
#>    .model                                 index mdeaths fdeaths
#>    <chr>                                  <mth>   <dbl>   <dbl>
#>  1 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Jan    NA      NA  
#>  2 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Feb    NA      NA  
#>  3 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Mar    NA      NA  
#>  4 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Apr   189.     26.7
#>  5 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 May   -46.7   -66.2
#>  6 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Jun    25.4   -45.8
#>  7 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Jul    60.3    21.2
#>  8 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Aug  -291.   -112. 
#>  9 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Sep  -102.    -83.7
#> 10 VAR(vars(mdeaths, fdeaths) ~ AR(3)) 1974 Oct   150.    102. 
#> # … with 62 more rows