summary.tvp | R Documentation |
tvp
Object.The function summarizes selected outcomes obtained from tvp
.
## S3 method for class 'tvp'
summary(object, ...)
object |
an object of |
... |
not used |
The function produces the outcomes as tvp
.
Called for printing.
wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- (diff(log(drivers)))[-1,]
tvp <- tvp(y=ld.wti,x=ld.drivers,V=1,lambda=0.99)
summary(tvp)
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