resids |

Display residuals.

resids displays multiple graphs of the residuals. Each graph will contain the residuals for an equation in the VAR.

Syntax

var_name.resids(options)

Options

struct | Compute structural residuals. |

method = arg | Structural residual method (if “struct” option is provided): unit impulses, ignoring correlations among the residuals (“imp=unit”), non-orthogonal, ignoring correlations among the residuals (“imp=nonort”), Cholesky with d.f. correction (“imp=chol”), Cholesky without d.f. correction (“imp=mlechol”), Generalized (“imp=gen”), structural (“imp=struct”), or user specified (“imp=user”). The structural factorization is based on the estimated structural VAR. To use this option, you must first estimate the structural decomposition; see Var::svar. For user-specified weights, you must specify the name of the vector/matrix containing the impulses using the “fname=” option. |

p | Print the table/graph. |

Examples

var var1.ls 1 3 m1 c

var1.resids

calculates a VAR with three lags, two endogenous variables and a constant term, and then displays a graph of the residuals.

Cross-references