coef: Extract VAR coefficients

In bayesianVARs: MCMC Estimation of Bayesian Vectorautoregressions

Extract VAR coefficients

Description

Extracts posterior draws of the VAR coefficients from a VAR model estimated with bvar().

Usage

## S3 method for class 'bayesianVARs_bvar'
coef(object, ...)

Arguments

object	A bayesianVARs_bvar object obtained from bvar().
...	Currently ignored.

Value

Returns a numeric array of dimension M \times K \times draws, where M is the number of time-series, K is the number of covariates per equation (including the intercept) and draws is the number of stored posterior draws.

See Also

summary.bayesianVARs_draws(), vcov.bayesianVARs_bvar().

Examples

# Access a subset of the usmacro_growth dataset
data <- usmacro_growth[,c("GDPC1", "CPIAUCSL", "FEDFUNDS")]

# Estimate a model
mod <- bvar(data, sv_keep = "all", quiet = TRUE)

# Extract posterior draws of VAR coefficients
bvar_coefs <- coef(mod)

bayesianVARs documentation built on April 3, 2025, 6:25 p.m.