fitted {vars}

Fit method for objects of class varest or vec2var

Description

Returns the fitted values of a VAR(p)-model for objects generated by VAR() or vec2var(). For objects of class varest the fitted.values-method is applied to the list element varresult, which is itself a list of lm-objects.

Usage

## S3 method for class 'varest'
fitted(object, ...)
## S3 method for class 'vec2var'
fitted(object, ...)

Arguments

object

An object of class ‘varest’; generated by VAR(), or an object of class ‘vec2var’; generated by vec2var().

...

Currently not used.

Author(s)

Bernhard Pfaff

References

Hamilton, J. (1994), Time Series Analysis, Princeton University Press, Princeton.

Lütkepohl, H. (2006), New Introduction to Multiple Time Series Analysis, Springer, New York.

See Also

VAR, vec2var

Examples

data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
fitted(var.2c)