Object Reference : Object View and Procedure Reference : Var
  
 
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
See also Var::makeresids.