residuals.varlse {bvhar}R Documentation

Residual Matrix from Multivariate Time Series Models

Description

By defining stats::residuals() for each model, this function returns residual.

Usage

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

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

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

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

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

Arguments

object

Model object

...

not used

Value

matrix object.


[Package bvhar version 2.0.1 Index]