[R] VAR function in vars package: find the standard deviation of the error

[Pfaff, Bernhard Dr.]

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-bounces at r-project.org [mailto:r-help-bounces at 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,
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