systemfit (version 0.8-5)

residuals.systemfit: Residuals of systemfit object

Description

These functions extract the residuals from an object returned by systemfit.

Usage

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

Arguments

object

an object of class systemfit or systemfit.equation.

...

other arguments.

Value

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

  residuals.systemfit.equation returns a vector of residuals.

See Also

systemfit, residuals

Examples

data( "Kmenta" )
demand <- consump ~ price + income
supply <- consump ~ price + farmPrice + trend
labels <- list( "demand", "supply" )
system <- list( demand, supply )

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

## residuals of all equations
residuals( fitols )

## residuals of the first equation
residuals( fitols$eq[[1]] )

## residuals of the second equation
residuals( fitols$eq[[2]] )