Calculates residuals under a certain component of the mixture.
Usage
err_k(AR, mu, y, z, p, pk)
Arguments
- AR
a list with autoregressive parameters.
- mu
component means.
- y
a time series (currently a numeric vector).
- z
a vector of allocation to a specific component.
- p
maximum autoregressive order
- pk
autoregressive order of the component.
Value
- e
a vector containing component specific residuals.
Note
This is built as a utility function.