residuals S3 method for varest2 object

Source: R/residuals.varest2.R

residuals S3 method for varest2 object

# S3 method for class 'varest2'
residuals(object, squared = FALSE, ...)

Arguments

object

a blockmatrix object

squared

logical value. Default is FALSE. If TRUE the method returns the squared residuals.

...

passed arguments

Value

residuals of object as a data frame. In case squared=TRUE , the squared residauls are returned, otherwise simple residuals are returned. The squared residuals can be useful in case of ARCH analysis.

Author

Emanuele Cordano