fitted.shrinkTVPVAR {shrinkTVPVAR} | R Documentation |
Calculate fitted historical values for an estimated TVP-VAR-SV model
Description
Calculates the fitted values for an estimated TVP-VAR-SV model.
Usage
## S3 method for class 'shrinkTVPVAR'
fitted(object, ...)
Arguments
object |
A |
... |
Currently ignored. |
Value
An object of class shrinkTVPVAR_fit
Author(s)
Peter Knaus peter.knaus@wu.ac.at
See Also
Other prediction functions:
forecast_shrinkTVPVAR()
Examples
set.seed(123)
sim <- simTVPVAR(p = 2)
data <- sim$data
res <- shrinkTVPVAR(data, p = 2)
fitted <- fitted(res)
# Visualize fitted values
plot(fitted)
[Package shrinkTVPVAR version 0.1.1 Index]