summary.dfm: Summarising Bayesian Dynamic Factor Models

In bvartools: Bayesian Inference of Vector Autoregressive and Error Correction Models

Summarising Bayesian Dynamic Factor Models

Description

summary method for class "dfm".

Usage

## S3 method for class 'dfm'
summary(object, ci = 0.95, ...)

Arguments

object	an object of class "dfm", usually, a result of a call to dfm.
ci	a numeric between 0 and 1 specifying the probability of the credible band. Defaults to 0.95.
...	further arguments passed to or from other methods.

Value

summary.dfm returns a list of class "summary.dfm", which contains the following components:

lambda	A list of various summary statistics of the posterior draws of the factor loadings.
factor	A list of various summary statistics of the posterior draws of the factors.
sigma_u	A list of various summary statistics of the posterior draws of the variance matrix of the measurement equation.
a	A list of various summary statistics of the posterior draws of the factor loadings.
sigma_v	A list of various summary statistics of the posterior draws of the variance matrix of the transition equation.
specifications	a list containing information on the model specification.

bvartools documentation built on May 29, 2024, 5:32 a.m.