Extract temporal (VAR lag) effects — extract

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
)

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.

Value

A data frame with columns type, predictor, outcome, mean, median, q5, q95, rhat, ess_bulk, ess_tail, and optionally BF01, BF10.