CATS residuals
Posted: Tue Jul 03, 2007 11:58 am
Hi there,
I'm doing (was planning to do) MonteC which uses residuals from the estimated VECM in (auxillary) regression.
I can put CATS procedure inside the loop, but I could not find any function to extract the residuals from the estimated VECM in CATS (without running it explicitly). I would be grateful if anyone can point me how to obtain the residuals.
Thanx,
Milan
I'm doing (was planning to do) MonteC which uses residuals from the estimated VECM in (auxillary) regression.
I can put CATS procedure inside the loop, but I could not find any function to extract the residuals from the estimated VECM in CATS (without running it explicitly). I would be grateful if anyone can point me how to obtain the residuals.
Thanx,
Milan