summary {BGVAR} | R Documentation |
Summary of Bayesian GVAR
Description
Output gives model information as well as some descriptive statistics on convergence properties, likelihood, serial autocorrelation in the errors and the average pairwise autocorrelation of cross-country residuals.
Usage
## S3 method for class 'bgvar'
summary(object, ...)
Arguments
object |
An object of class |
... |
Additional arguments. |
Value
No return value.
Author(s)
Maximilian Boeck
See Also
bgvar
to estimate a bgvar
object.
avg.pair.cc
to compute average pairwise cross-country correlation of cross-country residuals separately.
resid.corr.test
to compute F-test on first-order autocorrelation of cross-country residuals separately.
[Package BGVAR version 2.5.7 Index]