| coef.favar {FAVAR} | R Documentation |
Extract Coefficients of a FAVAR Model
Description
Extract Coefficients of a FAVAR Model
Usage
## S3 method for class 'favar'
coef(object, ...)
Arguments
object |
a class 'favar'. |
... |
additional arguments affecting the coefficients produced. |
Value
A list
- fct_loading
Factor loading matrix in a factor equation.
- varcoef
regression coefficients in VAR equations.
[Package FAVAR version 0.1.3 Index]