Graphical inspection of VECM residuals
plotres should be used for graphical inspection
of the VAR residuals, i.e. the estimated specification as
elaborated in the ‘Details’ section of
ca.jo. It displays the
residuals for each equation within a VAR and their acf's and pacf's.
Object of class ‘ca.jo’.
Johansen, S. and Juselius, K. (1990), Maximum Likelihood Estimation and Inference on Cointegration – with Applications to the Demand for Money, Oxford Bulletin of Economics and Statistics, 52, 2, 169–210.
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