bayesianVARs (version 0.1.6)

coef: Extract VAR coefficients

Description

Extracts posterior draws of the VAR coefficients from a VAR model estimated with bvar().

Usage

# S3 method for bayesianVARs_bvar
coef(object, ...)

Value

Returns a numeric array of dimension \(M \times K \times draws\), where M is the number of time-series, K is the number of covariates per equation (including the intercept) and draws is the number of stored posterior draws.

Arguments

object

A bayesianVARs_bvar object obtained from bvar().

...

Currently ignored.

See Also

summary.bayesianVARs_draws(), vcov.bayesianVARs_bvar().

Examples

# Access a subset of the usmacro_growth dataset
data <- usmacro_growth[,c("GDPC1", "CPIAUCSL", "FEDFUNDS")]

# Estimate a model
mod <- bvar(data, sv_keep = "all", quiet = TRUE)

# Extract posterior draws of VAR coefficients
bvar_coefs <- coef(mod)