summary method for class "bvar"
.
# S3 method for bvar
summary(object, ci = 0.95, period = NULL, ...)# S3 method for summary.bvar
print(x, digits = max(3L, getOption("digits") - 3L), ...)
summary.bvar
returns a list of class "summary.bvar"
,
which contains the following components:
A list of various summary statistics of the posterior draws of the VAR coefficients.
A list of various summary statistics of the posterior draws of the variance-covariance matrix.
a list containing information on the model specification.
an object of class "bvar"
, usually, a result of a call to
bvar
or bvec_to_bvar
.
a numeric between 0 and 1 specifying the probability of the credible band. Defaults to 0.95.
integer. Index of the period, for which the summary statistics should be generated.
Only used for TVP or SV models. Default is NULL
, so that the posterior draws of the last time period
are used.
further arguments passed to or from other methods.
an object of class "summary.bvar"
, usually, a result of a call to
summary.bvar
.
the number of significant digits to use when printing.