arima.errors {forecast}R Documentation

ARIMA errors

Description

Returns original time series after adjusting for regression variables.

Usage

arima.errors(z)

Arguments

z Fitted ARIMA model from arima

Value

A time series containing the errors.

Author(s)

Rob J Hyndman

See Also

arima, residuals

Examples

ukdeaths.fit <- arima(UKDriverDeaths,c(1,0,1),c(0,1,1),xreg=Seatbelts[,"law"])
ukdeaths.errors <- arima.errors(ukdeaths.fit)
par(mfrow=c(2,1))
plot(UKDriverDeaths)
plot(ukdeaths.errors)

[Package forecast version 1.0 Index]