fitted: Extract Fitted Values of Bayesian GVAR

In BGVAR: Bayesian Global Vector Autoregressions

Extract Fitted Values of Bayesian GVAR

Description

Extracts the fitted values for bgvar.

Usage

## S3 method for class 'bgvar'
fitted(object, ..., global = TRUE)

Arguments

object	An object of class bgvar.
...	Additional arguments.
global	If global=TRUE global fitted values are returned otherwise country fitted values.

Value

Returns an T times K matrix, where T is the number of observations and K number of endogenous variables.

See Also

bgvar for estimation of a bgvar object.

Examples

library(BGVAR)
data(testdata)
model.ng <- bgvar(Data=testdata,W=W.test,plag=1,draws=100,burnin=100)
fitted(model.ng)

BGVAR documentation built on Sept. 30, 2024, 5:06 p.m.