residuals.bigtime.VAR | R Documentation |
sparseVAR
Gives the residuals for VAR models estimated using
sparseVAR
## S3 method for class 'bigtime.VAR'
residuals(object, ...)
object |
Model estimated using |
... |
Not currently used |
Returns a matrix of residuals.
dat <- simVAR(periods=200, k=2, p=5, decay = 0.001, seed = 6150533)
mod <- sparseVAR(Y=scale(dat$Y))
res <- resid(mod)
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