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summary.bvec

Summarising Bayesian VEC Coefficients


Description

summary method for class "bvec".

Usage

## S3 method for class 'bvec'
summary(object, ci = 0.95, ...)

## S3 method for class 'summary.bvec'
print(x, digits = max(3L, getOption("digits") - 3L), ...)

Arguments

object

an object of class "bvec", usually, a result of a call to bvec.

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 "summary.bvec", usually, a result of a call to summary.bvec.

digits

the number of significant digits to use when printing.

Value

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.


bvartools

Bayesian Inference of Vector Autoregressive Models

v0.2.0
GPL (>= 2)
Authors
Franz X. Mohr [aut, cre]
Initial release
2021-04-25

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