Description Usage Arguments Value See Also
This function extracts the coefficient matrix β and residual covariance matrix Σ of VAR(1) and SUR model from an glmnet
object.
1 
model 
An 
lambda 
Regularization parameter used in the estimation of β. 
X,Y 

type 
Model type: 
beta 
Coefficient matrix/vector. 
recov 
Residual covariance matrix. 
coef.glmnet, Breg
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