BGVAR (version 2.2.0)

fitted: Extract Fitted Values of Bayesian GVAR

Description

Extracts the fitted values for bgvar.

Usage

# S3 method for bgvar
fitted(object, ..., global = TRUE)

Arguments

object

an object of class bgvar.

...

additional arguments.

global

if TRUE global fitted values are returned otherwise country fitted values.

Value

Returns an T times K matrix, where T is the number of observations and K number of endogenous variables.

Examples

# NOT RUN {
library(BGVAR)
data(eerDatasmall)
model.ng <- bgvar(Data=eerDatasmall,W=W.trade0012.small,plag=1,draws=100,burnin=100)
fitted(model.ng)
# }