View source: R/03GVARest.R View source: R/07GVECMest.R
getCOEF | R Documentation |
Extract country-specific standard LS coefficient estimates.
getCOEF(out,sheet)
out |
A list object of estimation results generated by GVARest() |
sheet |
The number of country in out file |
Extract country-specific standard LS coefficient estimates.
coef |
Country-specific coefficient estimates |
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, College of Management, National Taiwan Normal University.
data("PriceVol") data("tradeweight1") data("tradeweightx") p=2 FLag=2 lag.max=15 type="const" ic="SC" weight.matrix=tradeweightx mainOUTPUT = GVARest(data=PriceVol,p,lag.max,type,ic,weight.matrix) COEF=getCOEF(out=mainOUTPUT,sheet=1)
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