Phi.varshrinkest {VARshrink}

Coefficient matrices of the MA represention

Description

Returns the estimated coefficient matrices of the moving average representation of a stable VAR(p), of an SVAR as an array or a converted VECM to VAR. This is a modification of vars::Phi() for the class "varshrinkest".

Usage

## S3 method for class 'varshrinkest'
Phi(x, nstep = 10, ...)

Arguments

x

An object of class 'varshrinkest', generated by VARshrink().

nstep

An integer specifying the number of moving error coefficient matrices to be calculated.

...

Currently not used.

See Also

Phi