# residualStats: Calculate Residuals Statistics and Likelihood In dse: Dynamic Systems Estimation (Time Series Package)

## Description

Calculate the residuals statistics and likelihood of a residual.

## Usage

 `1` ``` residualStats(pred, data, sampleT=nrow(pred), warn=TRUE) ```

## Arguments

 `pred` A matrix with columns representing time series. `data` A matrix with columns representing time series. `sampleT` An integer indicating the sample to use. `warn` If FALSE certain warnings are suppressed.

## Details

Residuals are calculated as pred[1:sampleT,,drop=FALSE] - data[1:sampleT,,drop=FALSE] and then statistics are calculated based on these residuals. If pred or data are NULL they are treated as zero.

## Value

A list with elements like, cov, pred, and sampleT. pred and sampleT are as supplied (and are returned as this is a utility function called by other functions and it is convenient to pass them along). cov is the covariance of the residual and like is a vector of four elements representing the total, constant, determinant and covariance terms of the negative log likelihood function.

`l`
 `1` ``` residualStats(matrix(rnorm(200), 100,2), NULL) # but typically used for a residual ```