residuals.shrinkTVP {shrinkTVP} | R Documentation |
Calculate residuals for an estimated TVP model
Description
Calculates the residuals for an estimated TVP model, i.e. .
Usage
## S3 method for class 'shrinkTVP'
residuals(object, ...)
Arguments
object |
a |
... |
Currently ignored. |
Value
An object of class shrinkTVP_resid
Author(s)
Peter Knaus peter.knaus@wu.ac.at
See Also
Other prediction functions:
LPDS()
,
eval_pred_dens()
,
fitted.shrinkTVP()
,
forecast_shrinkTVP()
,
predict.shrinkTVP()
Examples
# Generate synthetic data
sim <- simTVP(N = 300)
# Estimate a model
res <- shrinkTVP(y ~ x1 + x2, sim$data)
# Calculate residuals
resids <- residuals(res)
# Visualize
plot(resids)
[Package shrinkTVP version 3.0.1 Index]