Residuals of systemfit object
These functions extract the residuals
from an object returned by
systemfit.
## S3 method for class 'systemfit' residuals( object, ... ) ## S3 method for class 'systemfit.equation' residuals( object, na.rm = FALSE, ... )
object |
an object of class |
na.rm |
a logical value indicating whether |
... |
other arguments. |
residuals.systemfit returns a data.frame of residuals,
where each column contains the residuals of one equation.
residuals.systemfit.equation returns a vector of residuals.
Arne Henningsen arne.henningsen@googlemail.com
data( "Kmenta" ) eqDemand <- consump ~ price + income eqSupply <- consump ~ price + farmPrice + trend system <- list( demand = eqDemand, supply = eqSupply ) ## perform OLS on each of the equations in the system fitols <- systemfit( system, data = Kmenta ) ## residuals of all equations residuals( fitols ) ## residuals of the first equation residuals( fitols$eq[[1]] ) ## residuals of the second equation residuals( fitols$eq[[2]] )
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