[R] re siduals in arima

m.gharbi m.gharbi at yahoo.fr
Wed Jul 29 22:30:05 CEST 2009


Hi, 

I'm working on a multivariate ARIMA model. I have 2 time series and found
for each an ARIMA model
I'd like to know how are calculated the residuals of my arima model using
residuals() function in R ?
Is it as I think predicted values (from ARIMA model) - observed values ?

Is it relevant to use the residuals of my models to realize the
cross-correlation between my 2 time series?

Thanks
Myriam
-- 
View this message in context: http://www.nabble.com/residuals-in-arima-tp24726955p24726955.html
Sent from the R help mailing list archive at Nabble.com.




More information about the R-help mailing list