residuals: 'residuals' S3 method for 'varest2' object

Description Usage Arguments Value Author(s)

Description

residuals S3 method for varest2 object

Usage

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## S3 method for class 'varest2'
residuals(object, squared = FALSE, ...)

Arguments

object

a blockmatrix object

squared

logical value. Default is FALSE. If TRUE the method returns the squared residuals.

...

passed arguments

Value

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.

Author(s)

Emanuele Cordano


RMAWGEN documentation built on May 29, 2017, 9:09 a.m.