VARfit
residuals.VARfit()
returns the residuals, and coef.VARfit()
returns the coefficients of a fitted VAR model of class VARfit
. print.VARfit()
prints the estimated model parameters.
# S3 method for VARfit
coef(object, ...)
# S3 method for VARfit
print(x, ...)
# S3 method for VARfit
residuals(object, ...)
coef.VARfit
: A numeric matrix containing the estimated coefficients of the VAR model, including intercepts and lagged autoregressive terms.
print.VARfit
: No return value. Called for its side effects (printing model information to the console).
residuals.VARfit
: A numeric matrix of residuals from the fitted VAR model. Each column corresponds to one of the time series in the system.
A fitted VAR model of class VARfit
, as returned by VARfit
.
Additional arguments passed to the methods.
VARfit