R: Residuals method for objects of class varest and vec2var

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 ‘`varest`’; generated by `VAR()`, or an object of class ‘`vec2var`’; generated by `vec2var()`
`...` | 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

`VAR`, `vec2var`

### Examples

    ## Not run:
    data(Canada)
    var.2c <- VAR(Canada, p = 2, type = "const")
    resid(var.2c)

    ## End(Not run)

[Package vars version 1.5-3 Index]