Augment BVAR outputs and convert into a tibble
Turn the outputs of a Bayesian VAR (see bvar) into a
an augmented tibble. Methods are available for bvar objects (will
yield coefficients and their quantiles), bvar_fcast objects (with
predictions, their quantiles and optionally real datapoints), and
bvar_irf objects (with impulse responses).
## S3 method for class 'bvar' augment(x, conf_bands = 0.16, ...) ## S3 method for class 'bvar_fcast' augment(x, t_back = 0L, ...) ## S3 method for class 'bvar_irf' augment(x, ...)
x |
A |
conf_bands |
Numeric vector. Credible intervals of coefficients to include in the tibble. |
... |
Not used. |
t_back |
Integer scalar. Whether to include actual datapoints in the tidied forecast. |
Returns a tibble with relevant information;
quantiles can be found in the columns.
# Access a subset of the fred_qd dataset
data <- fred_qd[, c("CPIAUCSL", "UNRATE", "FEDFUNDS")]
# Transform it to be stationary
data <- fred_transform(data, codes = c(5, 5, 1), lag = 4)
# Estimate a BVAR using one lag, default settings and very few draws
x <- bvar(data, lags = 1, n_draw = 1000L, n_burn = 200L, verbose = FALSE)
# Create tibbles from the outputs
augment(x)
augment(irf(x))
augment(predict(x))Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.