How to extract the correlation matrix of residuals from a varest object?

Question

I estimated a var model and the question arose of whether it is possible to extract only the correlation matrix of the residuals?

Var1 <- VAR(vardata1,p = 1,type = "const") #estimation of the var model 
summary(Var1) #showing summary --> correlation matrix is part of it. 

Answer 1

You can get the correlation matrix of residuals by using a little extra step with the summary() function.

summary(Var1)$corres

#             var1        var2
# var1  1.00000000 -0.01372398
# var2 -0.01372398  1.00000000