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

In ineswilms/bigtime: Sparse Estimation of Large Time Series Models

Gives the residuals for VAR models estimated using sparseVAR

Description

Gives the residuals for VAR models estimated using sparseVAR

Usage

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

Arguments

object	Model estimated using sparseVAR
...	Not currently used

Value

Returns a matrix of residuals.

Examples

dat <- simVAR(periods=200, k=2, p=5, decay = 0.001, seed = 6150533)
mod <- sparseVAR(Y=scale(dat$Y))
res <- resid(mod)

ineswilms/bigtime documentation built on Aug. 24, 2023, 6:57 a.m.