R: Coefficient method for objects of class varest

coef {vars} | R Documentation

## Coefficient method for objects of class varest

### Description

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.

### Usage

    ## S3 method for class 'varest'
    coef(object, ...)

### Arguments

`object` | An object of class ‘`varest`’; generated by `VAR()`
`...` | Currently not used.

### Author(s)

Bernhard Pfaff

### References

Hamilton, J. (1994), Time Series Analysis, Princeton University Press, Princeton.

Lütkepohl, H. (2006), New Introduction to Multiple Time Series Analysis, Springer, New York.

### See Also

`VAR`

### Examples

    data(Canada)
    var.2c <- VAR(Canada, p = 2, type = "const")
    coef(var.2c)

[Package vars version 1.5-3 Index]