coefficients: Coefficient method for objects of class varest

In cheaton/vars2: VAR Modelling

Description

Returns the coefficients of a VAR(p)-model for objects generated by VAR(). Thereby the coef-method is applied to the summary of the list element varresult, which is itself a list of summary.lm-objects.

Usage

## S3 method for class 'varest'
coef(object, ...)

Arguments

object	An object of class ‘varest’; generated by VAR()
...	Currently not used.

Author(s)

Bernhard Pfaff

References

Hamilton, J. (1994), Time Series Analysis, Princeton University Press, Princeton.

Lütkepohl, H. (2006), New Introduction to Multiple Time Series Analysis, Springer, New York.

See Also

VAR

Examples

data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
coef(var.2c)

cheaton/vars2 documentation built on May 29, 2019, 3:04 a.m.