computeResiduals: Compute VAR Model Residuals
In VARcpDetectOnline: Sequential Change Point Detection for High-Dimensional VAR Models
View source: R/main_function.R
computeResiduals R Documentation
Compute VAR Model Residuals
Description
Computes the residuals from a VAR model by subtracting the fitted values (obtained
from the estimated coefficient matrices) from the original time series data.
Usage
computeResiduals(data, A)
Arguments
data
A numeric matrix of the original time series (observations in rows).
A
List. A list of VAR coefficient matrices (one for each lag).
Value
A numeric matrix of residuals.
VARcpDetectOnline documentation built on April 12, 2025, 1:44 a.m.
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View source: R/main_function.R
| computeResiduals | R Documentation |
Compute VAR Model Residuals
Description
Computes the residuals from a VAR model by subtracting the fitted values (obtained from the estimated coefficient matrices) from the original time series data.
Usage
computeResiduals(data, A)
Arguments
data |
A numeric matrix of the original time series (observations in rows). |
A |
List. A list of VAR coefficient matrices (one for each lag). |
Value
A numeric matrix of residuals.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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