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#'
#'
#'\code{residuals} S3 method for \code{varest2} object
#'
#' @param object a \code{blockmatrix} object
#' @param squared logical value. Default is \code{FALSE}. If \code{TRUE} the method returns the squared residuals.
#' @param ... passed arguments
#' @export
#' @rdname residuals
#' @method residuals varest2
#### @S3method residuals varest2
#' @aliases residuals
#'
#' @return residuals of \code{object} as a data frame. In case \code{squared=TRUE} , the squared residauls are returned, otherwise simple residuals are returned. The squared residuals can be useful in case of ARCH analysis.
#' @author Emanuele Cordano
#'
#'
residuals.varest2 <- function(object,squared=FALSE,...) {
# temp <- object@VAR
out <- residuals(object@VAR)
if (class(object)=="GPCAvarest2") {
if (length(object@GPCA_residuals)>0) {
out <- object@GPCA_residuals$final_results
}
}
if (squared) {
# cov <- cov(out,...)
x <- out
out <- NULL
ncol <- ncol(x)
nrow <- nrow(x)
# names <- names(x)
# nout <- array("noname",c(ncol,ncol))
M <- array(1:ncol,c(ncol,ncol))
T <- t(M)
A <- upper.tri(M,diag=FALSE)
M[A] <- NA
T[A] <- NA
## nout[which(!A)] <- paste(names[T[which(!A)]],names[M[which(!A)]],sep="_")
## nout[nout=="noname"] <- NA
## vnout <- nout[!is.na(nout)]
vm <- M[!is.na(M)]
vt <- T[!is.na(T)]
## out <- array(NA,c(nrow,length(vm)))
out <- as.data.frame(out)
out <- x[,vm]*x[,vt]-colMeans( x[,vm])*colMeans( x[,vt])
names(out) <- paste(names(x)[vm],names(x)[vt],sep="_")
}
return(out)
}
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