residuals
S3 method for varest2
objectresiduals
S3 method for varest2
object
# S3 method for varest2
residuals(object, squared = FALSE, ...)
a blockmatrix
object
logical value. Default is FALSE
. If TRUE
the method returns the squared residuals.
passed arguments
residuals of object
as a data frame. In case squared=TRUE
, the squared residauls are returned, otherwise simple residuals are returned. The squared residuals can be useful in case of ARCH analysis.