Get response variable from time series model.

getResponse is a generic function for extracting the historical data from a time series model (including Arima, ets, ar, fracdiff), a linear model of class lm, or a forecast object. The function invokes particular methods which depend on the class of the first argument.

Usage

getResponse(object, ...)

# Default S3 method
getResponse(object, ...)

# S3 method for class 'lm'
getResponse(object, ...)

# S3 method for class 'Arima'
getResponse(object, ...)

# S3 method for class 'fracdiff'
getResponse(object, ...)

# S3 method for class 'ar'
getResponse(object, ...)

# S3 method for class 'tbats'
getResponse(object, ...)

# S3 method for class 'bats'
getResponse(object, ...)

# S3 method for class 'mforecast'
getResponse(object, ...)

# S3 method for class 'baggedModel'
getResponse(object, ...)

Arguments

object

a time series model or forecast object.

...

Additional arguments that are ignored.

Value

A numerical vector or a time series object of class ts.

Author

Rob J Hyndman