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bvartools (version 0.0.3)

summary.bvar: Summarising Bayesian VAR Coefficients

Description

summary method for class "bvar".

Usage

# S3 method for bvar
summary(object, ci = 0.95, ...)

# S3 method for summary.bvar print(x, digits = max(3L, getOption("digits") - 3L), ...)

Arguments

object

an object of class "bvar", usually, a result of a call to bvar or bvec_to_bvar.

ci

a numeric between 0 and 1 specifying the probability of the credible band. Defaults to 0.95.

...

further arguments passed to or from other methods.

x

an object of class "summary.bvar", usually, a result of a call to summary.bvar.

digits

the number of significant digits to use when printing.

Value

summary.bvar returns a list of class "summary.bvar", which contains the following components:

coefficients

A list of various summary statistics of the posterior draws of the VAR coefficients.

sigma

A list of various summary statistics of the posterior draws of the variance-covariance matrix.

specifications

a list containing information on the model specification.