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VARtests (version 2.0.7)

VARfit-methods: Methods for Objects of Class VARfit

Description

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.

Usage

# S3 method for VARfit
coef(object, ...)
# S3 method for VARfit
print(x, ...)
# S3 method for VARfit
residuals(object, ...)

Value

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.

Arguments

x, object

A fitted VAR model of class VARfit, as returned by VARfit.

...

Additional arguments passed to the methods.

See Also

VARfit