residuals.bigtime.VARX {bigtime}R Documentation

Gives the residuals for VARX models estimated using sparseVARX

Description

Gives the residuals for VARX models estimated using sparseVARX

Usage

## S3 method for class 'bigtime.VARX'
residuals(object, ...)

Arguments

object

Model estimated using sparseVARX

...

Not currently used

Value

Returns a matrix of residuals.

Examples

## Not run: 
data(varx.example)
varx <- sparseVARX(Y=scale(Y.varx), X=scale(X.varx), selection="cv")
res <- residuals(varx)

## End(Not run)

[Package bigtime version 0.2.1 Index]