residuals.VARmdl: residuals of a 'VARmdl' object

In roga11/MSTest: Hypothesis Testing for Markov Switching Models

residuals of a VARmdl object

Description

This is a method for the function residuals() for objects of the class VARmdl.

Usage

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

Arguments

object	an object for which the extraction of model residuals is meaningful.
...	other arguments.

Value

vector of residuals.

roga11/MSTest documentation built on Feb. 25, 2025, 6:10 p.m.