Description Usage Arguments Details Value Note Author(s) See Also Examples
Returns the estimated coefficients of a VAR(p) as a matrix.
1 | Bcoef(x)
|
x |
An object of class ‘ |
Given an estimated VAR 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 | \hat{C}) as a matrix object.
A matrix holding the estimated coefficients of a VAR.
This function was named B
in earlier versions of package
vars; it is now deprecated. See vars-deprecated
too.
Bernhard Pfaff
1 2 3 |
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