Object Reference : Object View and Procedure Reference : Var
  
 
residcov
Residual covariance matrix.
Displays the covariances of the residuals from each equation in the var object.
Syntax
var_name.residcov(options)
Options
 
p
Print the covariance matrix.
Examples
var1.residcov
displays the residual covariance matrix of VAR1.
Cross-references
See also Var::residcor and Var::makeresids.