shrinkTVP (version 3.0.1)

residuals.shrinkTVP: Calculate residuals for an estimated TVP model

Description

Calculates the residuals for an estimated TVP model, i.e. \(y_t - X_t'\beta_t\).

Usage

# S3 method for shrinkTVP
residuals(object, ...)

Value

An object of class shrinkTVP_resid

Arguments

object

a shrinkTVP object.

...

Currently ignored.

Author

Peter Knaus

See Also

Other prediction functions: LPDS(), eval_pred_dens(), fitted.shrinkTVP(), forecast_shrinkTVP(), predict.shrinkTVP()

Examples

# \donttest{

# Generate synthetic data
sim <- simTVP(N = 300)

# Estimate a model
res <- shrinkTVP(y ~ x1 + x2, sim$data)

# Calculate residuals
resids <- residuals(res)

# Visualize
plot(resids)
# }