Hi I am not an expert in time series modelling but it seems to me that combination ar model and resid extractor function for result of this model does not work as anticipated. Check docs for resid and ar if there is some explanation for this.
resid(ar(logrvar, aic=TRUE)) Error in ar.yw(x, aic = aic, order.max = order.max, na.action = na.action, : object 'logrvar' not found resid(ar(lh, aic=TRUE)) NULL Meanwhile you cen extract residuals by (ar(lh))$resid Time Series: Start = 1 End = 48 Frequency = 1 [1] NA NA NA -0.200000000 -0.169319664 [6] -0.716703664 0.423587220 -0.160000645 -0.045268097 -0.494396272 [11] -0.254971265 -0.376053475 0.134794676 -0.627324350 1.020458699 [16] 0.193718115 -0.307988795 -0.163571673 0.131318748 -0.313961771 [21] -0.231411368 -0.350497619 0.546760488 0.252336894 -0.609118877 [26] -0.228405270 -0.008837291 0.713218317 0.057074746 -0.085666502 [31] 0.249260015 -0.163464152 0.352508479 -0.068960359 -0.609969853 [36] -0.262570952 -0.480791327 -0.592637195 0.137284785 0.828153486 [41] 0.265912037 0.370434845 0.255487255 0.062235966 -0.136511529 [46] 1.367602812 -0.027099889 0.103497768 Regards Petr > r-help-boun...@r-project.org napsal dne 18.07.2010 19:16:40: > > 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 > -- > View this message in context: http://r.789695.n4.nabble.com/Question-from- > day2-beginner-tp2293221p2293221.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. ______________________________________________ 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.
