coef: Coefficient Matrix of Multivariate Time Series Models

In bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling

Coefficient Matrix of Multivariate Time Series Models

Description

By defining stats::coef() for each model, this function returns coefficient matrix estimates.

Usage

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

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

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

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

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

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

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

Arguments

object	Model object
...	not used

Value

matrix object with appropriate dimension.

bvhar documentation built on April 4, 2025, 5:22 a.m.