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st: VAR residuals


From   Safis-Moustafa Chatzouz <shajjouz@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: VAR residuals
Date   Mon, 02 Jul 2012 23:40:18 +0100

Hi all,

Can i ask how someone gets the residuals from a VAR model ?

I have a VAR(3) model and need to get the residuals from each equation in the var. I tried " predict (name), residuals" but i only get for one equation.

Many thanks

Safis
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