summary.ctryvecest: Summarising Country-Specific VECX Submodels of a GVAR Model

In franzmohr/bgvars: Bayesian Inference of Global Vector Autoregressive and Gloal Vector Error Correction Models

Summarising Country-Specific VECX Submodels of a GVAR Model

Description

summary method for class "ctryvecest".

Usage

## S3 method for class 'ctryvecest'
summary(object, ci = 0.95, period = NULL, ...)

## S3 method for class 'summary.ctryvecest'
print(x, digits = max(3L, getOption("digits") - 3L), ...)

Arguments

object	an object of class "ctryvecest", usually, a result of a call to draw_posterior.
ci	a numeric between 0 and 1 specifying the probability of the credible band. Defaults to 0.95.
period	integer. Index of the period, for which the summary statistics should be generated. Only used for TVP or SV models. Default is NULL, so that the posterior draws of the last time period are used.
...	further arguments passed to or from other methods.
x	an object of class "summary.ctryvecest", usually, a result of a call to summary.ctryvecest.
digits	the number of significant digits to use when printing.

Value

summary.ctryvecest returns a list of class "summary.ctryvecest", which contains the following components:

coefficients	A list of various summary statistics of the posterior draws of the VEC coefficients.
sigma	A list of various summary statistics of the posterior draws of the variance-covariance matrix.
model	a list containing information on the model specifications.

franzmohr/bgvars documentation built on Sept. 2, 2023, 12:45 p.m.