VARfit-methods: Methods for Objects of Class 'VARfit'

In VARtests: Bootstrap Tests for Cointegration and Autocorrelation in VARs

Methods for Objects of Class VARfit

Description

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

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	A fitted VAR model of class VARfit, as returned by VARfit.
...	Additional arguments passed to the methods.

Value

coef.VARfit: A numeric matrix containing the estimated coefficients of the VAR model, including intercepts and lagged autoregressive terms.

print.VARfit: No return value. Called for its side effects (printing model information to the console).

residuals.VARfit: A numeric matrix of residuals from the fitted VAR model. Each column corresponds to one of the time series in the system.

See Also

VARfit

VARtests documentation built on Aug. 8, 2025, 7:16 p.m.