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Re: st: VAR residuals

From   Muhammad Anees <>
Subject   Re: st: VAR residuals
Date   Tue, 3 Jul 2012 08:43:03 +0500

Sorry for the quick post without modification for residuals. The
earlier was for linear prediction from VAR.

Now you can predict the residuals similar to earlier as

predict sig_eq1, res equation(eq1)

where eq1 is an equation in your VAR.


On Tue, Jul 3, 2012 at 3:40 AM, Safis-Moustafa Chatzouz
<> wrote:
> 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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Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
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