R: Gives the fitted values of a model estimated using...

fitted.bigtime.VAR

R Documentation

Gives the fitted values of a model estimated using `sparseVAR`

Gives the fitted values of a model estimated using sparseVAR

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

`object`	Model estimated using `sparseVAR`
`...`	Not currently used

Returns a matrix of fitted values

dat <- simVAR(periods=200, k=2, p=5, decay = 0.001, seed = 6150533)
mod <- sparseVAR(Y=scale(dat$Y))
f <- fitted(mod)