Extract parameter estimates from a JVN model
Usage
# S3 method for class 'jvn_model'
coef(object, ...)See also
Other revision nowcasting:
coef.kk_model(),
fitted.jvn_model(),
fitted.kk_model(),
jvn_nowcast(),
kk_nowcast(),
logLik.jvn_model(),
logLik.kk_model(),
nobs.jvn_model(),
nobs.kk_model(),
plot.jvn_model(),
plot.kk_model(),
predict.jvn_model(),
predict.kk_model(),
print.jvn_model(),
print.kk_model(),
residuals.jvn_model(),
residuals.kk_model(),
states(),
summary.jvn_model(),
summary.kk_model(),
vcov.jvn_model(),
vcov.kk_model()
Examples
# \donttest{
gdp_growth <- dplyr::filter(
tsbox::ts_pc(reviser::gdp),
id == "EA",
time >= min(pub_date),
time <= as.Date("2020-01-01")
)
gdp_growth <- tidyr::drop_na(gdp_growth)
df <- get_nth_release(gdp_growth, n = 0:3)
fit <- jvn_nowcast(df = df, e = 4, ar_order = 2, include_noise = FALSE)
coef(fit)
#> rho_1 rho_2 sigma_e sigma_nu_1 sigma_nu_2 sigma_nu_3
#> 0.71240427 -0.12158338 0.57724792 0.06964357 0.05237530 0.04231030
#> sigma_nu_4
#> 0.05000148
# }