Want to understand panel var model fitting in r using pvargmm package

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Have multiple doubts here

  1. How do I extract fitting values from model object?
  2. How do I fetch each panel coefficient from it?
  3. Prediction for the same?

Basically, I wanted to learn the working of this package for any panel sample dataset.

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This is the sample dataset I am using where fac_id is the panel id and year is a time variable.

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this is the model summary for lag 3 I got but these are fixed coefficient across all lags. Want to know the each panel id coef too and then prediction using same object

Basically, I wanted to learn the working of this package for any panel sample dataset.

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