Summarising Bayesian VEC Coefficients
summary method for class "bvec"
.
## S3 method for class 'bvec' summary(object, ci = 0.95, ...) ## S3 method for class 'summary.bvec' print(x, digits = max(3L, getOption("digits") - 3L), ...)
object |
an object of class |
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. |
x |
an object of class |
digits |
the number of significant digits to use when printing. |
summary.bvec
returns a list of class "summary.bvec"
,
which contains the following components:
coefficients |
A list of various summary statistics of the posterior draws of the VAR coefficients. |
sigma |
A list of various summary statistics of the posterior draws of the variance-covariance matrix. |
specifications |
a list containing information on the model specification. |
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