Description Usage Arguments Details Value Author(s) Examples
View source: R/nlVarmethods.R
Returns the fitted values of the model, either as computed in the model, or back to the original series level.
1 2 
object 
An object of class ‘nlVar’; generated by

level 
How to return the fitted values. See below. 
... 
Currently not used. 
In case of a VAR in differences, in ADF specification, or a VECM, the fitted
values are actually in differences. With the option level="original"
,
the function returns the series in the original level.
For VAR in levels, the two arguments are evidently the same and hence it is not taken into account, returning a warning.
A matrix.
Matthieu Stigler
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21  ## estimate models
data(barry)
ve < VECM(barry, lag=2)
va < lineVar(barry, lag=1)
va_diff < lineVar(barry, lag=1, I="diff")
va_ADF < lineVar(barry, lag=1, I="ADF")
## get fitted values:
tail(fitted(ve))
tail(fitted(ve, level="original"))
tail(fitted(va))
tail(fitted(object=va, level="original"))
tail(fitted(va_diff))
tail(fitted(object=va_diff, level="original"))
tail(fitted(va_ADF))
tail(fitted(object=va_ADF, level="original"))

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