ARIMA Residuals

[Aleks_Data]

Hi,

I'm modelling a time series with ARIMA and some covariates. I'd like to extract the residuals of the model in the data used for fitting the ARIMA model. Is there a way to do this? 

Thanks!

Aleks_Data

[apathetichell]

Yes. You need to open the Arima tool as a macro - open the R tool - figure out where the Residuals are in the R - add a link outputting them to a new R anchor - and then output that R anchor to a macro output. Which tool specifically are you looking at?

[Aleks_Data]

I'm using this tool:

https://help.alteryx.com/es-419/20213/designer/arima-tool

I have zero experience with macros. If I edit one ARIMA tool that changes all the instances of the tool?

[apathetichell]

No - you'd save the version you edited - so it would be like Aleks_Data ARIMA or something... The macro part is easy - how's your R? If you right click on Arima tool you can open it and look in the R tool to see the code. You may need some trial and error to find the line which relates to what you want.

[NeilR · Accepted solution]

@Aleks_Data,

Here is a post explaining how to get the fitted values. Then you should be able to subtract the actuals to get the residuals.

[Aleks_Data]

Thanks NeilR and apathetichell, both anwers were very useful but NeilR's link has a more direct approach so I marked that as "accepted solution".

[apathetichell]

@Aleks_Data- @NeilR deserves full credit - he actually sent you a workable answer!

[NeilR]