coef.favar: Extract Coefficients of a FAVAR Model

View source: R/coef.favar.R

coef.favarR Documentation

Extract Coefficients of a FAVAR Model

Description

Extract Coefficients of a FAVAR Model

Usage

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

Arguments

object

a class 'favar'.

...

additional arguments affecting the coefficients produced.

Value

A list

fct_loading

Factor loading matrix in a factor equation.

varcoef

regression coefficients in VAR equations.


common2016/FAVAR documentation built on April 17, 2023, 11:34 p.m.