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 bgvar.

...

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 2.5.5 Index]