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. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
