summary.bvar {bvartools}

Summarising Bayesian VAR Coefficients

Description

summary method for class "bvar".

Usage

## S3 method for class 'bvar'
summary(object, ci = 0.95, period = NULL, ...)

## S3 method for class 'summary.bvar'
print(x, digits = max(3L, getOption("digits") - 3L), ...)

Arguments

object

an object of class "bvar", usually, a result of a call to bvar or bvec_to_bvar.

ci

a numeric between 0 and 1 specifying the probability of the credible band. Defaults to 0.95.

period

integer. Index of the period, for which the summary statistics should be generated. Only used for TVP or SV models. Default is NULL, so that the posterior draws of the last time period are used.

...

further arguments passed to or from other methods.

x

an object of class "summary.bvar", usually, a result of a call to summary.bvar.

digits

the number of significant digits to use when printing.

Value

summary.bvar returns a list of class "summary.bvar", which contains the following components:

coefficients

A list of various summary statistics of the posterior draws of the VAR coefficients.

sigma

A list of various summary statistics of the posterior draws of the variance-covariance matrix.

specifications

a list containing information on the model specification.