Description Usage Arguments Details See Also
Methods for extracting information from fitted onlineVAR
objects.
1 2 |
object |
An object of class |
time |
Time step from which coefficient matrix estimates are taken.
Default is "last" to take the estimates from the last update.
Other time steps can only be specified if model has been fitted with
|
s |
Optional index specifying which lambda in the lambda.ratio sequence to use. If not specified, optimum s is taken based on weighted squared error. |
lags |
Optional vector specifying for which lags coefficients should be returned. If not specified, coefficient matrices for all lags are returned. |
... |
Required for S3 compatibility. |
In addition to the coef
method above, also the standard
extractor functions print
and
summary
for "onlineVAR"
objects are available.
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