如何從符合fracdiff包裝的ARFIMA模型中獲得殘留物？

Question

沒有內置的方法來獲得適合於fracdiff的分數差分時間序列模型的殘差。有沒有人有辦法做到這一點？

library(fracdiff) 
library(astsa) 
arf.fd <- fracdiff(arf,nar=1) 
resid(arf.fd) 
Error: 'residuals.fracdiff' is not implemented yet 

Answer 1

使用forecast包具有residuals.fracdiff函數。

library(fracdiff) 
library(astsa) 
library(forecast) 
arf.fd <- fracdiff(arf,nar=1) 
plot(resid(arf.fd))