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st: VAR residuals
From
Safis-Moustafa Chatzouz <[email protected]>
To
[email protected]
Subject
st: VAR residuals
Date
Mon, 02 Jul 2012 23:40:18 +0100
Hi all,
Can i ask how someone gets the residuals from a VAR model ?
I have a VAR(3) model and need to get the residuals from each equation
in the var. I tried " predict (name), residuals" but i only get for one
equation.
Many thanks
Safis
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