Extract temporal (VAR lag) effects

Returns a data frame of autoregressive and/or cross-lagged parameter summaries with convergence diagnostics, filtered by lag and effect type.

Usage

extract_temporal(
  object,
  lag = NULL,
  effect = c("all", "ar", "cl"),
  bayes_factor = FALSE,
  null_value = 0,
  ci_level = 0.95
)

Arguments

object

A bvarnet object returned by bvar.

lag

Integer or NULL. If specified, only effects from this lag are returned. Default NULL (all lags).

effect

Character. One of "all" (default), "ar" (autoregressive only), or "cl" (cross-lagged only).

bayes_factor

Logical; if TRUE, append BF columns. Default FALSE.

null_value

Numeric; null hypothesis for BF. Default 0.

ci_level

Numeric scalar strictly between 0 and 1; the mass of the equal-tailed credible interval reported in ci_lower and ci_upper. Default 0.95.

Value

A data frame with columns type, predictor, outcome, mean, median, ci_lower, ci_upper, rhat, ess_bulk, ess_tail, and optionally BF01, BF10.