summary.dfm {bvartools}

Summarising Bayesian Dynamic Factor Models

Description

summary method for class "dfm".

Usage

## S3 method for class 'dfm'
summary(object, ci = 0.95, ...)

Arguments

object

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

ci

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

...

further arguments passed to or from other methods.

Value

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

lambda

A list of various summary statistics of the posterior draws of the factor loadings.

factor

A list of various summary statistics of the posterior draws of the factors.

sigma_u

A list of various summary statistics of the posterior draws of the variance matrix of the measurement equation.

a

A list of various summary statistics of the posterior draws of the factor loadings.

sigma_v

A list of various summary statistics of the posterior draws of the variance matrix of the transition equation.

specifications

a list containing information on the model specification.