fitted.bigtime.VARX: Gives the fitted values of a model estimated using...

In bigtime: Sparse Estimation of Large Time Series Models

Gives the fitted values of a model estimated using sparseVARX

Description

Gives the fitted values of a model estimated using sparseVARX

Usage

## S3 method for class 'bigtime.VARX'
fitted(object, ...)

Arguments

object	Model estimated using sparseVARX
...	Not currently used

Value

Returns a matrix of fitted values data(varx.example) varx <- sparseVARX(Y=scale(Y.varx), X=scale(X.varx), selection="cv") fit <- fitted(varx)

bigtime documentation built on Aug. 22, 2023, 1:08 a.m.