bigtime (version 0.2.3)

residuals.bigtime.VARMA: Gives the residuals for VARMA models estimated using sparseVARMA

Description

Gives the residuals for VARMA models estimated using sparseVARMA

Usage

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

Value

Returns a matrix of residuals.

Arguments

object

Model estimated using sparseVARMA

...

Not currently used

Examples

if (FALSE) {
data(varma.example)
varma <- sparseVARMA(Y = scale(Y.varma), VARMAselection="cv")
res <- residuals(varma)
}