Create residual series.
Creates and saves residuals in the workfile from an estimated system object.
Syntax
system_name.makeresids(options) [residual_names]
Follow the system name with a period and the makeresids keyword, then provide a list of names to be given to the stored residuals. You should provide as many names as there are equations. If there are fewer names than equations, EViews creates the extra residual series with names RESID01, RESID02, and so on. If you do not provide any names, EViews will also name the residuals RESID01, RESID02, and so on.
Options
n=arg | Create group object to hold the residual series. |
chol | Standardized residuals factorized using the inverse of Cholesky factor of the (conditional) covariance matrix (for system ARCH). |
cor | Standardized residuals factorized using the inverse square root of the (conditional) correlation matrix (for system ARCH). |
cov | Standardized residuals factorized using the inverse square root of the (conditional) covariance matrix (for system ARCH). |
bn=arg | Base name used to generate the name of the residual series. |
prompt | Force the dialog to appear from within a program. |
Examples
sys1.makeresids res_sys1
creates a set of series containing the residuals from the system using RES_SYS1 to name the first equation residual, and RESID01, RESID02, etc., to name the remaining residuals.
Cross-references