summary.bvec {bvartools}

Summarising Bayesian VEC Coefficients

Description

summary method for class "bvec".

Usage

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

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

Arguments

object

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

ci

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

period

integer. Index of the period of a TVP VEC, for which a summary should be generated. Only used for TVP models. Default is NULL so that only the most recent time period is used.

...

further arguments passed to or from other methods.

x

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

digits

the number of significant digits to use when printing.

Value

summary.bvec returns a list of class "summary.bvec", 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.