residuals.bigtime.VARMA: Gives the residuals for VARMA models estimated using...

In bigtime: Sparse Estimation of Large Time Series Models

Gives the residuals for VARMA models estimated using sparseVARMA

Description

Gives the residuals for VARMA models estimated using sparseVARMA

Usage

## S3 method for class 'bigtime.VARMA'
residuals(object, ...)

Arguments

object	Model estimated using sparseVARMA
...	Not currently used

Value

Returns a matrix of residuals.

Examples

## Not run: 
data(varma.example)
varma <- sparseVARMA(Y = scale(Y.varma), VARMAselection="cv")
res <- residuals(varma)

## End(Not run)

bigtime documentation built on Aug. 22, 2023, 1:08 a.m.