summary.bigtime.simVAR

Gives a small summary of a VAR simulation

Estimation of large Vector AutoRegressive (VAR), Vector AutoRegressive with Exogenous Variables X (VARX) and Vector AutoRegressive Moving Average (VARMA) Models with Structured Lasso Penalties, see Nicholson, Wilms, Bien and Matteson (2020) <https://jmlr.org/papers/v21/19-777.html> and Wilms, Basu, Bien and Matteson (2021) <doi:10.1080/01621459.2021.1942013>.

Ines Wilms

bigtime

Sparse Estimation of Large Time Series Models

David S. Matteson

Jacob Bien

Sumanta Basu

Will Nicholson

Enrico Wegner

summary.bigtime.simVAR function

<dl><dt>object</dt>
<dd>Simulated data of class <code>bigtime.simVAR</code> obtained
from the <code>simVAR</code> function</dd>
<dt>plot</dt>
<dd>Should the VAR be plotted. Default is <code>TRUE</code></dd>
<dt>...</dt>
<dd>Not currently used</dd></dl>

Arguments

Gives a small summary of a VAR simulation — summary.bigtime.simVAR

<dl>

<dt>object</dt>
<dd>Simulated data of class <code>bigtime.simVAR</code> obtained
from the <code>simVAR</code> function</dd>


<dt>plot</dt>
<dd>Should the VAR be plotted. Default is <code>TRUE</code></dd>


<dt>...</dt>
<dd>Not currently used</dd>

</dl>

summary.bigtime.simVAR: Gives a small summary of a VAR simulation

Description

Usage

Value

Arguments