bigtime (version 0.2.3)

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

Description

Gives the residuals for VAR models estimated using sparseVAR

Usage

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

Value

Returns a matrix of residuals.

Arguments

object

Model estimated using sparseVAR

...

Not currently used

Examples

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