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.
Author
Bernhard Pfaff
References
Hamilton, J. (1994), Time Series Analysis, Princeton
University Press, Princeton.
Lütkepohl, H. (2006), New Introduction to Multiple Time Series
Analysis, Springer, New York.