Residual correlation matrix.
Displays the correlations of the residuals from each equation in the sspace object. The sspace object residuals used in the calculation are the standardized, one-step ahead signal forecast errors.
Syntax
sspace_name.residcor(options)
Options
p | Print the correlation matrix. |
Examples
ss1.residcor
displays the residual correlation matrix of sspace object SS1.
Cross-references