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Coefficient Matrix of Multivariate Time Series Models

Source: R/member.R
coef.Rd

By defining stats::coef() for each model, this function returns coefficient matrix estimates.

Usage

# S3 method for class 'varlse'
coef(object, ...)

# S3 method for class 'vharlse'
coef(object, ...)

# S3 method for class 'bvarmn'
coef(object, ...)

# S3 method for class 'bvarflat'
coef(object, ...)

# S3 method for class 'bvharmn'
coef(object, ...)

# S3 method for class 'bvharsp'
coef(object, ...)

# S3 method for class 'summary.bvharsp'
coef(object, ...)

Arguments

object

Model object

...

not used

Value

matrix object with appropriate dimension.