fitted.shrinkTVPVAR {shrinkTVPVAR} | R Documentation |
Calculates the fitted values for an estimated TVP-VAR-SV model.
## S3 method for class 'shrinkTVPVAR'
fitted(object, ...)
object |
A |
... |
Currently ignored. |
An object of class shrinkTVPVAR_fit
Peter Knaus peter.knaus@wu.ac.at
Other prediction functions:
forecast_shrinkTVPVAR()
set.seed(123)
sim <- simTVPVAR(p = 2)
data <- sim$data
res <- shrinkTVPVAR(data, p = 2)
fitted <- fitted(res)
# Visualize fitted values
plot(fitted)