R: Fit method for objects of class varest or vec2var

fitted {vars} | R Documentation

## Fit method for objects of class varest or vec2var

### Description

Returns the fitted values of a VAR(p)-model for objects generated by `VAR()` or `vec2var()`. For objects of class varest the fitted.values-method is applied to the list element `varresult`, which is itself a list of `lm`-objects.

### Usage

    ## S3 method for class 'varest'
    fitted(object, ...)
    ## S3 method for class 'vec2var'
    fitted(object, ...)

### Arguments

`object` | An object of class ‘`varest`’; generated by `VAR()`, or an object of class ‘`vec2var`’; generated by `vec2var()`.
`...` | 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`, `vec2var`

### Examples

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

[Package vars version 1.5-3 Index]