vars (version 1.1-9)

residuals: 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.

encoding

latin1

References

Hamilton, J. (1994), Time Series Analysis, Princeton University Press, Princeton. L�tkepohl, H. (2006), New Introduction to Multiple Time Series Analysis, Springer, New York.

See Also

VAR, vec2var

Examples

data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
resid(var.2c)