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

fitted.bigtime.VARMA

R Documentation

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

Gives the fitted values of a model estimated using sparseVARMA

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

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

Returns a matrix of fitted values data(varma.example) varma <- sparseVARMA(Y = scale(Y.varma), VARMAselection="cv") f <- fitted(varma)