如何从ARFIMA模型中获得符合fracdiff包的残差？

Question

没有内置方法可以从与fracdiff拟合的分数差异时间序列模型中获取残差。有没有人有办法做到这一点？

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

Answer 1

使用具有forecast功能的residuals.fracdiff包。

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