Hello, I just started learning R and have a very basic question:
When I try ar model and extract residuals it returns Null. Could someone
explain what's going on here? Does that mean the model is null? But it
seems residual has a length=# observation of the original series according
to the model summary. I am learning it by myself and have no one to ask
here so please allow me to ask this very basic question... Thank you very
much.
> summary(ar(logrvar, aic=TRUE))
Length Class Mode
order 1 -none- numeric
ar 40 -none- numeric
var.pred 1 -none- numeric
x.mean 1 -none- numeric
aic 44 -none- numeric
n.used 1 -none- numeric
order.max 1 -none- numeric
partialacf 43 -none- numeric
resid 20731 -none- numeric
method 1 -none- character
series 1 -none- character
frequency 1 -none- numeric
call 3 -none- call
asy.var.coef 1600 -none- numeric
> resid(ar(logrvar, aic=TRUE))
NULL
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