Extracts posterior draws of the VAR coefficients from a VAR
model estimated with bvar().
Usage
# S3 method for class 'bayesianVARs_bvar'
coef(object, ...)
Arguments
- object
A bayesianVARs_bvar object obtained from bvar().
- ...
Currently ignored.
Value
Returns a numeric array of dimension \(M \times K \times draws\),
where M is the number of time-series, K is the number of covariates per
equation (including the intercept) and draws is the number of stored
posterior draws.
Examples
# Access a subset of the usmacro_growth dataset
data <- usmacro_growth[,c("GDPC1", "CPIAUCSL", "FEDFUNDS")]
# Estimate a model
mod <- bvar(data, sv_keep = "all", quiet = TRUE)
# Extract posterior draws of VAR coefficients
bvar_coefs <- coef(mod)
