coef.VARfit

print.VARfit

residuals.VARfit

the fitted VAR model of class 'VARfit' (as returned by the function <code><a rd-options="" href="/link/VARfit?package=VARtests&version=2.0.5" data-mini-rdoc="VARtests::VARfit">VARfit</a></code>).

x, object

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<code>residuals.VARfit()</code> returns the residuals and <code>coef.VARfit()</code> returns the coefficients of a fitted VAR model of class 'VARfit', while <code>print.VARfit()</code> prints the parameters of the estimated model.

VARfit-methods

Implements the Wild bootstrap tests for autocorrelation in vector autoregressive models of Ahlgren, N. & Catani, P.
(2016, <doi:10.1007/s00362-016-0744-0>), the Combined LM test for ARCH in VAR models of Catani, P. & Ahlgren, N.
(2016, <doi:10.1016/j.ecosta.2016.10.006>), and Bootstrap determination of the co-integration rank (Cavaliere, G., Rahbek, A.,
& Taylor, A. M. R., 2012, 2014).

Markus Belfrage

VARtests

Tests for Error Autocorrelation, ARCH Errors, and Cointegration
in Vector Autoregressive Models

VARfit-methods function

the fitted VAR model of class 'VARfit' (as returned by the function <code><a rd-options='' href='VARfit'>VARfit</a></code>).

VARfit-methods: Methods for class VARfit

Description

Usage

Arguments