R: 'residuals' S3 method for 'varest2' object

residuals.varest2 {RMAWGEN}

R Documentation

`residuals` S3 method for `varest2` object

Description

residuals S3 method for varest2 object

Usage

## S3 method for class 'varest2'
residuals(object, squared = FALSE, ...)

Arguments

`object`	a `blockmatrix` object
`squared`	logical value. Default is `FALSE`. If `TRUE` the method returns the squared residuals.
`...`	passed arguments

Value

residuals of object as a data frame. In case squared=TRUE , the squared residauls are returned, otherwise simple residuals are returned. The squared residuals can be useful in case of ARCH analysis.

Author(s)

Emanuele Cordano