coef.fastVAR.VARX: VARX Coefficients

In jeffwong/fastVAR: fastVAR

Description

If the VARX object was fit using a l2 penalty, then the full ridge path was calculated and stored in the object. This means the user can adjust the ridge penalty term here and recompute the coefficients of the VARX

Usage

  ## S3 method for class 'fastVAR.VARX'
 coef(VARX, ...)

Arguments

VARX	an object of class fastVAR.VARX
...	if VAR was fit using a l2 penalty, the user can specify a different l2 penalty here and have the coefficients recomputed

Value

The coefficients for the VARX model

jeffwong/fastVAR documentation built on May 19, 2019, 4:02 a.m.