bigtime (version 0.2.3)

residuals.bigtime.VARX: Gives the residuals for VARX models estimated using sparseVARX

Description

Gives the residuals for VARX models estimated using sparseVARX

Usage

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

Value

Returns a matrix of residuals.

Arguments

object

Model estimated using sparseVARX

...

Not currently used

Examples

if (FALSE) {
data(varx.example)
varx <- sparseVARX(Y=scale(Y.varx), X=scale(X.varx), selection="cv")
res <- residuals(varx)
}