residuals.bigtime.VAR {bigtime} | R Documentation |
Gives the residuals for VAR models estimated using
sparseVAR
Description
Gives the residuals for VAR models estimated using
sparseVAR
Usage
## S3 method for class 'bigtime.VAR'
residuals(object, ...)
Arguments
object |
Model estimated using |
... |
Not currently used |
Value
Returns a matrix of residuals.
Examples
dat <- simVAR(periods=200, k=2, p=5, decay = 0.001, seed = 6150533)
mod <- sparseVAR(Y=scale(dat$Y))
res <- resid(mod)
[Package bigtime version 0.2.3 Index]