summary.varlse: Summarizing Vector Autoregressive Model

In bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling

Summarizing Vector Autoregressive Model

Description

summary method for varlse class.

Usage

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

## S3 method for class 'summary.varlse'
print(x, digits = max(3L, getOption("digits") - 3L), signif_code = TRUE, ...)

## S3 method for class 'summary.varlse'
knit_print(x, ...)

Arguments

object	A varlse object
...	not used
x	summary.varlse object
digits	digit option to print
signif_code	Check significant rows (Default: TRUE)

Value

summary.varlse class additionally computes the following

names	Variable names
totobs	Total number of the observation
obs	Sample size used when training = totobs - p
p	Lag of VAR
coefficients	Coefficient Matrix
call	Matched call
process	Process: VAR
covmat	Covariance matrix of the residuals
corrmat	Correlation matrix of the residuals
roots	Roots of characteristic polynomials
is_stable	Whether the process is stable or not based on roots
log_lik	log-likelihood
ic	Information criteria vector

• AIC - AIC

• BIC - BIC

• HQ - HQ

• FPE - FPE

References

Lütkepohl, H. (2007). New Introduction to Multiple Time Series Analysis. Springer Publishing.

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