shrinkTVPVAR (version 0.1.1)

fitted.shrinkTVPVAR: Calculate fitted historical values for an estimated TVP-VAR-SV model

Description

Calculates the fitted values for an estimated TVP-VAR-SV model.

Usage

# S3 method for shrinkTVPVAR
fitted(object, ...)

Value

An object of class shrinkTVPVAR_fit

Arguments

object

A shrinkTVPVAR object

...

Currently ignored.

Author

Peter Knaus

See Also

Other prediction functions: forecast_shrinkTVPVAR()

Examples

# \donttest{
set.seed(123)
sim <- simTVPVAR(p = 2)
data <- sim$data

res <- shrinkTVPVAR(data, p = 2)
fitted <- fitted(res)

# Visualize fitted values
plot(fitted)
# }