fitted.bigtime.VARMA: Gives the fitted values of a model estimated using...

In ineswilms/bigtime: Sparse Estimation of Large Time Series Models

Gives the fitted values of a model estimated using sparseVARMA

Description

Gives the fitted values of a model estimated using sparseVARMA

Usage

## S3 method for class 'bigtime.VARMA'
fitted(object, ...)

Arguments

object	Model estimated using sparseVARMA
...	Not currently used

Value

Returns a matrix of fitted values data(varma.example) varma <- sparseVARMA(Y = scale(Y.varma), VARMAselection="cv") f <- fitted(varma)

ineswilms/bigtime documentation built on Aug. 24, 2023, 6:57 a.m.