Object Reference
:
Object View and Procedure Reference
:
Var
postresidcov
Var Procs
Posterior residual covariance matrix.
Syntax
var_name.
postresidcov
(
options
)
Options
p
Print the posterior residual covariance matrix.
Examples
var1.postresidcov
displays the posterior residual covariance matrix of VAR1.