BQ_sh: BQ function for class "varshrinkest"

In VARshrink: Shrinkage Estimation Methods for Vector Autoregressive Models

Description

This is a modification of vars::BQ() for the class "varshrinkest".

Usage

BQ_sh(x)

Arguments

x	An object of class "varshrinkest" obtained by VARshrink().

See Also

BQ

Examples

data(Canada, package = "vars")
y <- diff(Canada)
estim <- VARshrink(y, p = 2, type = "const", method = "ridge")
BQ_sh(estim)

VARshrink documentation built on Oct. 9, 2019, 5:06 p.m.