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

In bigtime: Sparse Estimation of Large Time Series Models

Gives the residuals for VARX models estimated using sparseVARX

Description

Gives the residuals for VARX models estimated using sparseVARX

Usage

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

Arguments

object	Model estimated using sparseVARX
...	Not currently used

Value

Returns a matrix of residuals.

Examples

## Not run: 
data(varx.example)
varx <- sparseVARX(Y=scale(Y.varx), X=scale(X.varx), selection="cv")
res <- residuals(varx)

## End(Not run)

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