Output gives model information as well as some descriptive statistics on convergence properties, likelihood, serial autocorrelation in the errors and the average pairwise autocorrelation of cross-country residuals.
# S3 method for bgvar
summary(object, ...)an object of class bgvar.
other arguments.
No return value.
bgvar to estimate a bgvar object.
avg.pair.cc to compute average pairwise cross-country correlation of cross-country residuals separately.
resid.corr.test to compute F-test on first-order autocorrelation of cross-country residuals separately.