summary

 Fitted VAR, BVAR, or B-SVAR model from either
    <code>reduced.form.var</code>, <code>szbvar</code>, or <code>szbsvar</code>
  

object

 Prints a summary of the coefficient matrices for various
  VAR / BVAR / B-SVAR model objects to standard output.


 print

 models

 manip 

Provides methods for estimating frequentist and
Bayesian Vector Autoregression (VAR) models and Markov-switching
Bayesian VAR (MSBVAR).  Functions for reduced
form and structural VAR models are also available. Includes
methods for the generating posterior inferences for these models,
forecasts, impulse responses (using likelihood-based error bands),
and forecast error decompositions.  Also includes utility functions
for plotting forecasts and impulse responses, and generating draws
from Wishart and singular multivariate normal densities.  Current
version includes functionality to build and evaluate models with
Markov switching.

summary: Summary functions for VAR / BVAR / B-SVAR model objects

Description

Usage

Arguments

Value

Details

See Also

Examples