fitted function

Extract Fitted Values of Bayesian GVAR

Extracts the fitted values for bgvar.

## S3 method for class 'bgvar'
fitted(object, ..., global = TRUE)

Arguments

• object: An object of class bgvar.
• ...: Additional arguments.
• global: If global=TRUE global fitted values are returned otherwise country fitted values.

Returns

Returns an T times K matrix, where T is the number of observations and K number of endogenous variables.

Examples

library(BGVAR)
data(testdata)
model.ng <- bgvar(Data=testdata,W=W.test,plag=1,draws=100,burnin=100)
fitted(model.ng)

See Also

bgvar for estimation of a bgvar object.