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ARIMA Residuals

Aleks_Data
6 - Meteoroid

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

 

 

 

 

 

 

7 REPLIES 7
apathetichell
16 - Nebula

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
6 - Meteoroid

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
16 - Nebula

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
Alteryx Community Team
Alteryx Community Team

@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
6 - Meteoroid

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
16 - Nebula

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

NeilR
Alteryx Community Team
Alteryx Community Team

NeilR_0-1633104392953.jpeg

 

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