var_resid: residuals from a VAR regression
In ChandlerLutz/VARfunctions: A Collection of VAR functions
Description
Usage
Arguments
Value
Description
yy and xx have to have the same dimensions and all
lags must already be created in xx
Usage
1
var_resid(yy, xx)
Arguments
yy
the left-hand-side variables
xx
the right hand side variables
Value
the VAR residuals
ChandlerLutz/VARfunctions documentation built on May 6, 2019, 9:56 a.m.
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Description Usage Arguments Value
Description
yy and xx have to have the same dimensions and all
lags must already be created in xx
Usage
1 | var_resid(yy, xx)
|
Arguments
yy |
the left-hand-side variables |
xx |
the right hand side variables |
Value
the VAR 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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