Returns the one-step-ahead forecast errors (residuals) from a FASSTER model.
Usage
# S3 method for class 'FASSTER'
residuals(object, ...)Examples
library(tsibble)
fit <- as_tsibble(mdeaths) |>
model(FASSTER(value ~ trend(1) + fourier(12)))
# Extract residuals
residuals(fit)
#> # A tsibble: 72 x 3 [1M]
#> # Key: .model [1]
#> .model index .resid
#> <chr> <mth> <dbl>
#> 1 FASSTER(value ~ trend(1) + fourier(12)) 1974 Jan 49.6
#> 2 FASSTER(value ~ trend(1) + fourier(12)) 1974 Feb -184.
#> 3 FASSTER(value ~ trend(1) + fourier(12)) 1974 Mar -19.0
#> 4 FASSTER(value ~ trend(1) + fourier(12)) 1974 Apr 296.
#> 5 FASSTER(value ~ trend(1) + fourier(12)) 1974 May 157.
#> 6 FASSTER(value ~ trend(1) + fourier(12)) 1974 Jun -13.2
#> 7 FASSTER(value ~ trend(1) + fourier(12)) 1974 Jul 68.6
#> 8 FASSTER(value ~ trend(1) + fourier(12)) 1974 Aug -8.01
#> 9 FASSTER(value ~ trend(1) + fourier(12)) 1974 Sep 84.9
#> 10 FASSTER(value ~ trend(1) + fourier(12)) 1974 Oct 116.
#> # ℹ 62 more rows
