[R] problems with residuals of an arima model

From: Katharina Vedovelli <katharina.vedovelli_at_gmail.com>
Date: Tue 03 Apr 2007 - 21:08:22 GMT

Hi all!

I want to fit a time series with 17376 values by using the arima() function.

If I extract the residuals from the fitted model there are values for the residuals 1 to 710 but the residuals 711 to 17376 have the value NA. Does anybody know what the problem could be? Is the function arima() restricted to a maximum length of the underlying time series?

Besides, is there a better possibility to get the fitted values from an arima model than using the residuals?

It would be great if somebody could help me!

Thanks a lot in advance...

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