Hi I am trying to run a TVP-VAR with SV. My data has 3 variables and 250 obs. each. I want to plot the posterior means for each variable? how can i do that? thanks. The code i use is the one below.
bvar.sv.tvp(data, p = 2, tau = 40, nf = 10, pdrift = TRUE, nrep = 1000,
nburn = 5000, thinfac = 1,itprint = 10000, save.parameters = TRUE,
k_B = 4, k_A = 4, k_sig = 1, k_Q = 0.01, k_S = 0.1, k_W = 0.01,
pQ = NULL, pW = NULL, pS = NULL)