vars (version 1.5-3)

coef: Coefficient method for objects of class varest

Description

Returns the coefficients of a VAR(p)-model for objects generated by VAR(). Thereby the coef-method is applied to the summary of the list element varresult, which is itself a list of summary.lm-objects.

Usage

# S3 method for varest
coef(object, ...)

Arguments

object

An object of class ‘varest’; generated by VAR()

…

Currently not used.

References

Hamilton, J. (1994), Time Series Analysis, Princeton University Press, Princeton.

L<U+34AE5C2F>hl, H. (2006), New Introduction to Multiple Time Series Analysis, Springer, New York.

See Also

VAR

Examples

# NOT RUN {
data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
coef(var.2c)
# }