VARfit-methods: Methods for class VARfit

In VARtests: Tests for Error Autocorrelation, ARCH Errors, and Cointegration in Vector Autoregressive Models

Description

residuals.VARfit() returns the residuals and coef.VARfit() returns the coefficients of a fitted VAR model of class 'VARfit', while print.VARfit() prints the parameters of the estimated model.

Usage

## S3 method for class 'VARfit'
coef(object, ...)
## S3 method for class 'VARfit'
print(x, ...)
## S3 method for class 'VARfit'
residuals(object, ...)

Arguments

x, object	the fitted VAR model of class 'VARfit' (as returned by the function VARfit).
...	additional arguments.

VARtests documentation built on May 2, 2019, 5:03 a.m.