Returns estimated mean-group coefficients from a csdm_fit object. For
model = "cs_ardl", the returned vector includes short-run mean-group
coefficients, the adjustment coefficient (named lr_<y>), and long-run
coefficients when available.
Usage
# S3 method for class 'csdm_fit'
coef(object, component = c("all", "levels", "adjustment", "long_run"), ...)
Arguments
- object
A fitted object of class csdm_fit.
- component
Parameter block. For CS-ARDL, all uses one common sample
for the joint parameter vector; individual components may retain more units.
- ...
Currently unused.
Value
A named numeric vector of estimated coefficients.
