show.BigVAR

show,BigVAR-method

Default show method for an object of class BigVAR

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.BigVAR function

<dl><dt>object</dt>
<dd><code>BigVAR</code> object created from <code>ConstructModel</code></dd></dl>

Arguments

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

<dl>

<dt>object</dt>
<dd><code>BigVAR</code> object created from <code>ConstructModel</code></dd>

</dl>

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

Description

Usage

Value

Arguments

See Also