tvBcoef | R Documentation |
Returns the system estimated coefficients as an array.
tvBcoef(x)
x |
An object of class 'tvvar', generated by |
Given an estimated time varying VAR of the form:
\hat{{y}}_t = \hat{A}_{1t} {y}_{t-1} + \ldots + \hat{A}_{pt} {y}_{t-p} + \hat{C}_tD_t
the function returns a list for each equation with
(\hat{A}_{1t} | \ldots | \hat{A}_{pt} | \hat{C}_t )
set of arrays .
A list object with coefficient arrays for the lagged endogenous variables without including the intercept.
data(Canada, package="vars")
var.2p <- vars::VAR(Canada, p = 2, type = "const")
tvvar.2p <- tvVAR(Canada, p=2, type= "const")
B <- vars::Bcoef(var.2p)
tvB <- tvBcoef(tvvar.2p)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.