show

show,BigVAR.results-method

Default show method for an object of class BigVAR.results

Estimates VAR and VARX models with Structured Penalties using the methods developed by Nicholson et al (2017)<doi:10.1016/j.ijforecast.2017.01.003> and Nicholson et al (2020) <doi:10.48550/arXiv.1412.5250>.

Will Nicholson

BigVAR

Dimension Reduction Methods for Multivariate Time Series

David Matteson

Jacob Bien

Ines Wilms

show function

<dl><dt>object</dt>
<dd>BigVAR.results object created from <code>cv.BigVAR</code></dd></dl>

Arguments

Default show method for an object of class BigVAR.results — show

<dl>

<dt>object</dt>
<dd>BigVAR.results object created from <code>cv.BigVAR</code></dd>

</dl>

show: Default show method for an object of class BigVAR.results

Description

Usage

Arguments

Details

See Also