fitted.shrinkTVPVAR {shrinkTVPVAR}R Documentation

Calculate fitted historical values for an estimated (D)TVP-VAR-SV model

Description

Calculates the fitted values for an estimated (D)TVP-VAR-SV model.

Usage

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

Arguments

object

A shrinkTVPVAR or shrinkDTVPVAR object

...

Currently ignored.

Value

An object of class shrinkTVPVAR_fit

Author(s)

Peter Knaus peter.knaus@wu.ac.at

See Also

Other prediction functions: LPDS(), 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 1.0.1 Index]