fitted {BGVAR}

Extract Fitted Values of Bayesian GVAR

Description

Extracts the fitted values for bgvar.

Usage

## S3 method for class 'bgvar'
fitted(object, ..., global = TRUE)

Arguments

object

An object of class bgvar.

...

Additional arguments.

global

If global=TRUE global fitted values are returned otherwise country fitted values.

Value

Returns an T times K matrix, where T is the number of observations and K number of endogenous variables.

See Also

bgvar for estimation of a bgvar object.

Examples

library(BGVAR)
data(testdata)
model.ng <- bgvar(Data=testdata,W=W.test,plag=1,draws=100,burnin=100)
fitted(model.ng)