Return country-specific standard LS coefficient estimates.
Extract country-specific standard LS coefficient estimates.
getCOEF(out,sheet)
out |
A list object of estimation results generated by GVARest() |
sheet |
The number of country in out file |
Extract country-specific standard LS coefficient estimates.
coef |
Country-specific coefficient estimates |
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, College of Management, National Taiwan Normal University.
data("PriceVol")
data("tradeweight1")
data("tradeweightx")
p=2
FLag=2
lag.max=15
type="const"
ic="SC"
weight.matrix=tradeweightx
mainOUTPUT = GVARest(data=PriceVol,p,FLag,lag.max,type,ic,weight.matrix)
COEF=getCOEF(out=mainOUTPUT,sheet=1)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.