fitted.bigtime.VARMA {bigtime}R Documentation

Gives the fitted values of a model estimated using sparseVARMA

Description

Gives the fitted values of a model estimated using sparseVARMA

Usage

## S3 method for class 'bigtime.VARMA'
fitted(object, ...)

Arguments

object

Model estimated using sparseVARMA

...

Not currently used

Value

Returns a matrix of fitted values data(varma.example) varma <- sparseVARMA(Y = scale(Y.varma), VARMAselection="cv") f <- fitted(varma)


[Package bigtime version 0.2.1 Index]