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Retrieves several outputs of interest, including the median coefficient matrix, the median variance-covariance matrix, and the Log-Likelihood. Separate summary methods exist for impulse responses and forecasts.
# S3 method for bvar
summary(object, ...)# S3 method for bvar_summary
print(x, ...)
A bvar
object, obtained from bvar
.
Not used.
A bvar_summary
object.
Returns a list of class bvar_summary
with elements that can
can be accessed individually:
bvar
- object, the bvar
object provided.
coef
- Coefficient values from coef.bvar
.
vcov
- VCOV values from vcov.bvar
.
logLik
- The Log-Likelihood from logLik.bvar
.
# NOT RUN {
data <- matrix(rnorm(200), ncol = 2)
x <- bvar(data, lags = 2)
summary(x)
# }
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