Parameter Estimates

Usage

# S3 method for class 'dtvarmx'
coef(object, alpha = FALSE, psi = FALSE, theta = FALSE, ...)

object: Object of class dtvarmx.
alpha: Logical. If alpha = TRUE, include estimates of the alpha vector, if available. If alpha = FALSE, exclude estimates of the alpha vector.
psi: Logical. If psi = TRUE, include estimates of the psi matrix, if available. If psi = FALSE, exclude estimates of the psi matrix.
theta: Logical. If theta = TRUE, include estimates of the theta matrix, if available. If theta = FALSE, exclude estimates of the theta matrix.
...: additional arguments.

Returns a vector of parameter estimates.

Ivan Jacob Agaloos Pesigan