Coefficient method for objects of class varest
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.
## S3 method for class 'varest' coef(object, ...)
object |
An object of class ‘ |
... |
Currently not used. |
Bernhard Pfaff
Hamilton, J. (1994), Time Series Analysis, Princeton University Press, Princeton.
Lütkepohl, H. (2006), New Introduction to Multiple Time Series Analysis, Springer, New York.
data(Canada) var.2c <- VAR(Canada, p = 2, type = "const") coef(var.2c)
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