Generates residuals from a fitted smimodel object.
Usage
# S3 method for class 'smimodel'
residuals(object, ...)Examples
if(requireNamespace("gurobi", quietly = TRUE)){
library(dplyr)
library(ROI)
library(tibble)
library(tidyr)
library(tsibble)
# Simulate data
n = 1005
set.seed(123)
sim_data <- tibble(x_lag_000 = runif(n)) |>
mutate(
# Add x_lags
x_lag = lag_matrix(x_lag_000, 5)) |>
unpack(x_lag, names_sep = "_") |>
mutate(
# Response variable
y = (0.9*x_lag_000 + 0.6*x_lag_001 + 0.45*x_lag_003)^3 + rnorm(n, sd = 0.1),
# Add an index to the data set
inddd = seq(1, n)) |>
drop_na() |>
select(inddd, y, starts_with("x_lag")) |>
# Make the data set a `tsibble`
as_tsibble(index = inddd)
# Index variables
index.vars <- colnames(sim_data)[3:8]
# Model fitting
smimodel_ppr <- model_smimodel(data = sim_data,
yvar = "y",
index.vars = index.vars,
initialise = "ppr")
residuals(smimodel_ppr)
}