tvBcoef {tvReg} | R Documentation |
Coefficient Array of an Estimated tvVAR
Description
Returns the system estimated coefficients as an array.
Usage
tvBcoef(x)
Arguments
x |
An object of class 'tvvar', generated by |
Details
Given an estimated time varying VAR of the form:
the function returns a list for each equation with
set of arrays .
Value
A list object with coefficient arrays for the lagged endogenous variables without including the intercept.
Examples
data(Canada, package="vars")
var.2p <- vars::VAR(Canada, p = 2, type = "const")
tvvar.2p <- tvVAR(Canada, p=2, type= "const")
B <- vars::Bcoef(var.2p)
tvB <- tvBcoef(tvvar.2p)
[Package tvReg version 0.5.9 Index]