summary.bayesianVARs_predict: Summary method for bayesianVARs_predict objects

In bayesianVARs: MCMC Estimation of Bayesian Vectorautoregressions

Summary method for bayesianVARs_predict objects

Description

Summary method for bayesianVARs_predict objects.

Usage

## S3 method for class 'bayesianVARs_predict'
summary(object, ...)

Arguments

object	A bayesianVARs_predict object obtained via predict.bayesianVARs_bvar().
...	Currently ignored!

Value

A summary.bayesianVARs_predict object.

Examples

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

# Split data in train and test
train <- data[1:(nrow(data)-4),]
test <- data[-c(1:(nrow(data)-4)),]

# Estimate model using train data only
mod <- bvar(train, quiet = TRUE)

# Simulate from 1-step ahead posterior predictive
predictions <- predict(mod, ahead = 1L)
summary(predictions)

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