R: Gives the residuals for VARMA models estimated using...

residuals.bigtime.VARMA

R Documentation

Gives the residuals for VARMA models estimated using `sparseVARMA`

Gives the residuals for VARMA models estimated using sparseVARMA

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

`object`	Model estimated using `sparseVARMA`
`...`	Not currently used

Returns a matrix of residuals.

## Not run: 
data(varma.example)
varma <- sparseVARMA(Y = scale(Y.varma), VARMAselection="cv")
res <- residuals(varma)

## End(Not run)