Description Usage Arguments Details Value Note Author(s) See Also Examples
Returns the estimated coefficient matrices of the lagged endogenous variables as a list of matrices each with dimension (K \times K).
1 | Acoef(x)
|
x |
An object of class ‘ |
Given an estimated VAR(p) of the form:
\hat{\bold{y}}_t = \hat{A}_1 \bold{y}_{t-1} + … + \hat{A}_p \bold{y}_{t-p} + \hat{C}D_t
the function returns the matrices (\hat{A}_1, …, \hat{A}_p) each with dimension (K \times K) as a list object.
A list object with coefficient matrices for the lagged endogenous variables.
This function was named A
in earlier versions of package
vars; it is now deprecated. See vars-deprecated
too.
Bernhard Pfaff
1 2 3 |
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