Description Usage Arguments Value Author(s)
residuals
S3 method for varest2
object
1 2 |
object |
a |
squared |
logical value. Default is |
... |
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.
Emanuele Cordano
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