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summary.dfm

Summarising Bayesian Dynamic Factor Models

summary method for class "dfm".

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

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

summary.dfm returns a list of class "summary.dfm", which contains the following components:

`lambda`	A list of various summary statistics of the posterior draws of the factor loadings.
`factor`	A list of various summary statistics of the posterior draws of the factors.
`sigma_u`	A list of various summary statistics of the posterior draws of the variance matrix of the measurement equation.
`a`	A list of various summary statistics of the posterior draws of the factor loadings.
`sigma_v`	A list of various summary statistics of the posterior draws of the variance matrix of the transition equation.
`specifications`	a list containing information on the model specification.

Bayesian Inference of Vector Autoregressive Models

v0.2.0

GPL (>= 2)

Authors

Franz X. Mohr [aut, cre]

Initial release

2021-04-25