library(vars) data(Canada) mod <- VAR(Canada, p = 2, type = "both") apply(resid(mod), 2, sd)
See also, ?summary and in particular the returned list element 'covres'. HTH, Bernhard -----Ursprüngliche Nachricht----- Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im Auftrag von jpm miao Gesendet: Freitag, 2. August 2013 11:11 An: r-help Betreff: [R] VAR function in vars package: find the standard deviation of the error Hi, Does someone know how to find the standard deviation of the error term in the VAR object? The whole structure of the VAR is attached. Thanks, ***************************************************************** Confidentiality Note: The information contained in this ...{{dropped:10}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
