getCOEF: Return country-specific standard LS coefficient estimates.

In GVARX: Perform Global Vector Autoregression Estimation and Inference

Return country-specific standard LS coefficient estimates.

Description

Extract country-specific standard LS coefficient estimates.

Usage

getCOEF(out,sheet)

Arguments

out	A list object of estimation results generated by GVARest()
sheet	The number of country in out file

Details

Extract country-specific standard LS coefficient estimates.

Value

coef	Country-specific coefficient estimates

Author(s)

Ho Tsung-wu <[e-mail]>, College of Management, National Taiwan Normal University.

Examples

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)

GVARX documentation built on Feb. 16, 2023, 10:56 p.m.