coef.mtar

coef method for objects of class <code>mtar</code>

Estimation, inference and forecasting using the Bayesian approach for multivariate threshold autoregressive (TAR) models in which the distribution used to describe the noise process belongs to the class of Gaussian variance mixtures.

Luis Hernando Vanegas

mtarm

Bayesian Estimation of Multivariate Threshold Autoregressive
Models

Sergio Alejandro Calderón

Luz Marina Rondón

coef.mtar function

<dl><dt>object</dt>
<dd>an object of class <code>mtar</code> obtained from a call to the <code>mtar()</code> function.</dd>
<dt>...</dt>
<dd>additional arguments passed to <code>FUN</code>.</dd>
<dt>FUN</dt>
<dd>a function to be applied to the MCMC chains associated with each model parameter.
By default, <code>FUN</code> is set to <code>mean</code>.</dd></dl>

Arguments

coef method for objects of class mtar — coef.mtar

<dl>

<dt>object</dt>
<dd>an object of class <code>mtar</code> obtained from a call to the <code>mtar()</code> function.</dd>


<dt>...</dt>
<dd>additional arguments passed to <code>FUN</code>.</dd>


<dt>FUN</dt>
<dd>a function to be applied to the MCMC chains associated with each model parameter.
By default, <code>FUN</code> is set to <code>mean</code>.</dd>

</dl>

coef.mtar: coef method for objects of class `mtar`

Description

Usage

Value

Arguments