BVAR (version 0.2.2)

summary.bvar: Summary method for Bayesian VARs

Description

Retrieves several outputs of interest, including the median coefficient matrix, the median variance-covariance matrix, and the Log-Likelihood. Separate summary methods exist for impulse responses and forecasts.

Usage

# S3 method for bvar
summary(object, ...)
# S3 method for bvar_summary
print(x, ...)

Arguments

object

A bvar object, obtained from bvar.

...

Not used.

x

A bvar_summary object.

Value

Returns a list of class bvar_summary with elements that can can be accessed individually:

• bvar - object, the bvar object provided.

• coef - Coefficient values from coef.bvar.

• vcov - VCOV values from vcov.bvar.

• logLik - The Log-Likelihood from logLik.bvar.

See Also

bvar; coef.bvar; logLik.bvar

Examples

# NOT RUN {
data <- matrix(rnorm(200), ncol = 2)
x <- bvar(data, lags = 2)
summary(x)
# }