Description Usage Arguments Author(s) References See Also Examples
Returns the residuals of a VAR(p)-model or for a VECM in levels. For
the former class the residuals-method is applied to the list
element varresult
, which is itself a list of lm
-objects.
1 2 3 4 |
object |
An object of class ‘ |
... |
Currently not used. |
Bernhard Pfaff
Hamilton, J. (1994), Time Series Analysis, Princeton University Press, Princeton.
Lütkepohl, H. (2006), New Introduction to Multiple Time Series Analysis, Springer, New York.
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