Summary of Bayesian GVAR
Output gives model information as well as some descriptive statistics on convergence properties, likelihood, serial autocorrelation in the errors and the average pairwise autocorrelation of cross-country residuals.
## S3 method for class 'bgvar' summary(object, ...)
object |
an object of class |
... |
other arguments. |
No return value.
Maximilian Boeck
bgvar to estimate a bgvar object.
avg.pair.cc to compute average pairwise cross-country correlation of cross-country residuals separately.
resid.corr.test to compute F-test on first-order autocorrelation of cross-country residuals separately.
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