systemfit (version 0.7-3)

residuals.systemfit: Residuals of systemfit object

Description

This function extracts the residuals from an object returned by systemfit.

Usage

## S3 method for class 'systemfit':
residuals( object, \dots)

Arguments

object

an object of type systemfit.

...

other arguments.

Value

• residuals.systemfit returns a matrix of residuals. Each column contains the residuals of one equation.

See Also

systemfit, residuals.systemfit.equation and residuals

Examples

library( systemfit )

data( kmenta )
attach( kmenta )
demand <- q ~ p + d
supply <- q ~ p + f + a
labels <- list( "demand", "supply" )
system <- list( demand, supply )

## perform OLS on each of the equations in the system
fitols <- systemfit( "OLS", system, labels )

## print the residuals
residuals( fitols )