fitted.bigtime.VARX {bigtime}

Gives the fitted values of a model estimated using sparseVARX

Description

Gives the fitted values of a model estimated using sparseVARX

Usage

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

Arguments

object

Model estimated using sparseVARX

...

Not currently used

Value

Returns a matrix of fitted values data(varx.example) varx <- sparseVARX(Y=scale(Y.varx), X=scale(X.varx), selection="cv") fit <- fitted(varx)