residuals {vars} | R Documentation |
Residuals method for objects of class varest and vec2var
Description
Returns the residuals of a VAR(p)-model or for a VECM in levels. For
the former class the residuals-method is applied to the list
element varresult
, which is itself a list of lm
-objects.
Usage
## S3 method for class 'varest'
residuals(object, ...)
## S3 method for class 'vec2var'
residuals(object, ...)
Arguments
object |
An object of class ‘ |
... |
Currently not used. |
Author(s)
Bernhard Pfaff
References
Hamilton, J. (1994), Time Series Analysis, Princeton University Press, Princeton.
Lütkepohl, H. (2006), New Introduction to Multiple Time Series Analysis, Springer, New York.
See Also
Examples
## Not run:
data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
resid(var.2c)
## End(Not run)
[Package vars version 1.6-1 Index]