Vector Network Analysers (VNA) are used extensively for many types of measurement that are made at frequencies ranging from a few kilohertz to at least one terahertz. At radio and microwave frequencies, there are well-established methods for assessing the quality and integrity of these measurements, when they are made in coaxial lines. These methods are usually based on determining the size of residual errors that remain in the VNA after calibration. However, to date, the performance of these methods has not been investigated in rectangular waveguide, and, at higher frequencies (i.e. at millimetre- and submillimetre-wave frequencies). This paper investigates the application of one of these techniques to VNAs configured for waveguide measurements at microwave, millimetre- and submillimetre-wave frequencies. Typical values of residual errors in voltage reflection coefficient (VRC) obtained over microwave and millimetre-wave frequency ranges were between 0.002 to 0.021 linear units. Submillimetre-wave frequency waveguide configurations were found to exhibit significantly larger residual errors and are being investigated further to assess whether the ripple extraction technique is valid at those frequencies. Residual error values obtained in this investigation are considered representative for this technology and so can be used by other users of waveguide VNAs to compare with values obtained on their own systems, therefore helping to verify the performance of their systems.