fitted: Fit method for objects of class varest or vec2var
Description
Returns the fitted values of a VAR(p)-model for objects generated by
VAR() or vec2var(). For objects of class varest
the fitted.values-method is applied to the list element
varresult, which is itself a list of lm-objects.
Usage
# S3 method for varest
fitted(object, ...)
# S3 method for vec2var
fitted(object, ...)
Arguments
object
An object of class ‘varest’; generated by
VAR(), or an object of class ‘vec2var’;
generated by vec2var().
...
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.