R: Coefficient matrix of an estimated VAR(p)

Bcoef {vars} | R Documentation

## Coefficient matrix of an estimated VAR(p)

### Description

Returns the estimated coefficients of a VAR(p) as a matrix.

### Usage

    Bcoef(x)

### Arguments

`x` | An object of class ‘`varest`’, generated by `VAR()`.

### Details

Given an estimated VAR of the form:

\hat{\bold{y}}_t = \hat{A}_1 \bold{y}_{t-1} + … + \hat{A}_p \bold{y}_{t-p} + \hat{C}D_t

the function returns the matrices (\hat{A}_1 | … | \hat{A}_p | \hat{C}) as a matrix object.

### Value

A matrix holding the estimated coefficients of a VAR.

### Note

This function was named `B` in earlier versions of package vars; it is now deprecated. See `vars-deprecated` too.

### Author(s)

Bernhard Pfaff

### See Also

`Acoef`, `VAR`

### Examples

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

[Package vars version 1.5-3 Index]