fitted.shrinkTVPVAR: Calculate fitted historical values for an estimated...

In shrinkTVPVAR: Efficient Bayesian Inference for TVP-VAR-SV Models with Shrinkage

Calculate fitted historical values for an estimated (D)TVP-VAR-SV model

Description

Calculates the fitted values for an estimated (D)TVP-VAR-SV model.

Usage

## S3 method for class 'shrinkTVPVAR'
fitted(object, ...)

Arguments

object	A shrinkTVPVAR or shrinkDTVPVAR object
...	Currently ignored.

Value

An object of class shrinkTVPVAR_fit

Author(s)

Peter Knaus [e-mail]

See Also

Other prediction functions: LPDS(), forecast_shrinkTVPVAR()

Examples

set.seed(123)
sim <- simTVPVAR(p = 2)
data <- sim$data

res <- shrinkTVPVAR(data, p = 2)
fitted <- fitted(res)

# Visualize fitted values
plot(fitted)

shrinkTVPVAR documentation built on June 8, 2025, 10:39 a.m.