coef.favar: Extract Coefficients of a FAVAR Model

View source: R/coef.favar.R

coef.favarR Documentation

Extract Coefficients of a FAVAR Model

Description

Extract Coefficients of a FAVAR Model

Usage

## S3 method for class 'favar'
coef(object, ...)

Arguments

object

a class 'favar'.

...

additional arguments affecting the coefficients produced.

Value

A list

fct_loading

Factor loading matrix in a factor equation.

varcoef

regression coefficients in VAR equations.


FAVAR documentation built on May 28, 2022, 1:20 a.m.

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