lagmatrix | R Documentation |
Creates Lagmatrix of Estimated Coefficients
lagmatrix(fit, returnplot = F)
fit |
Fitted VAR, VARX or VARMA model. |
returnplot |
TRUE or FALSE: return plot of lag matrix or not. |
A list with estimated lag matrix of the VAR model, or lag matrices of the VARX or VARMA model. The rows contain the responses, the columns contain the predictors.
data(var.example)
mod <- sparseVAR(Y=scale(Y.var), selection="cv")
Lhat <- lagmatrix(fit=mod)
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