Returns the estimated coefficient matrices of the moving average representation of a stable VAR(p), of an SVAR as an array or a converted VECM to VAR. This is a modification of vars::Phi() for the class "varshrinkest".
# S3 method for varshrinkest
Phi(x, nstep = 10, ...)
An object of class 'varshrinkest',
generated by VARshrink()
.
An integer specifying the number of moving error coefficient matrices to be calculated.
Currently not used.