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Auto and Cross Regression Coeffcients

Source: R/fitAutoReg-methods.R
coef.dynr_model.Rd

Auto and Cross Regression Coeffcients

Usage

# S3 method for dynr_model
coef(object, dynr_cook, ...)

Arguments

object

Object of class dynr_model.

dynr_cook

Ouput of FitVARDynr().

...

additional arguments.

Value

A list with the following elements:

  • constant Numeric vector. The constant term vector of length k, where k is the number of variables.

  • coef Numeric matrix. Coefficient matrix with dimensions k by (k * p). Each k by k block corresponds to the coefficient matrix for a particular lag.

  • cov Numeric matrix. The k by k covariance matrix of the noise.

Author

Ivan Jacob Agaloos Pesigan

Examples

if (FALSE) {
dynr_model <- ModelVARP2Dynr(data = dat_p2)
dynr_cook <- FitVARP2Dynr(model = dynr_model)
coef(object = dynr_model, dynr_cook = dynr_cook)
}