Extract coefficient covariance matrix from a fitted csdm model

Extract coefficient covariance matrix from a fitted csdm model

Usage

# S3 method for class 'csdm_fit'
vcov(object, component = c("all", "levels", "adjustment", "long_run"), ...)

Arguments

object

A fitted object of class csdm_fit.

component

Parameter block, matching coef().

...

Currently unused.

Value

A numeric variance-covariance matrix aligned with coef(object) for models where this is available.

See also

coef.csdm_fit(), summary.csdm_fit()