residuals.systemfit {systemfit}R Documentation

Residuals of systemfit object

Description

This function extracts the residuals from an object returned by systemfit.

Usage

   ## S3 method for class 'systemfit':
   residuals( object, ...)

Arguments

object an object of type systemfit.
... other arguments.

Value

residuals.systemfit returns a matrix of residuals. Each column contains the residuals of one equation.

Author(s)

Arne Henningsen ahenningsen@agric-econ.uni-kiel.de

See Also

systemfit, residuals.systemfit.equation and residuals

Examples

## Not run: library( systemfit )

data( kmenta )
attach( kmenta )
demand <- q ~ p + d
supply <- q ~ p + f + a
labels <- list( "demand", "supply" )
system <- list( demand, supply )

## perform OLS on each of the equations in the system
fitols <- systemfit( "OLS", system, labels )

## print the residuals
residuals( fitols )


[Package systemfit version 0.7-3 Index]