R/summary.bekk.R

In BEKKs: Multivariate Conditional Volatility Modelling and Forecasting

#' @export

summary.bekk <- function(object, ...) {
  bekkObject <- object
  cat(paste("\n", "BEKK estimation results", "\n", sep = ""))
  underScore <- paste(rep("-", nchar("BEKK estimation results")), collapse = "")
  cat(underScore)
  cat("\nLog-likelihood: ")
  cat(bekkObject$log_likelihood)
  cat("\nBEKK model stationary: ")
  cat(bekkObject$BEKK_valid)
  cat("\nNumber of BHHH iterations: ")
  cat(bekkObject$iter)
  cat("\nAIC: ")
  cat(bekkObject$AIC)
  cat("\nBIC: ")
  cat(bekkObject$BIC)
  cat("\nEstimated parameter matrices: \n")
  cat("\nC \n")
  print(bekkObject$C0)
  cat("\nA \n")
  print(bekkObject$A)
  cat("\nG \n")
  print(bekkObject$G)
  cat("\nStandard errors of parameter matrices: \n")
  cat("\nC \n")
  print(bekkObject$C0_sd)
  cat("\nA \n")
  print(bekkObject$A_sd)
  cat("\nG \n")
  print(bekkObject$G_sd)
  cat("\n")
}

#' @export
summary.bekka <- function(object, ...) {
  bekkObject <- object
  cat(paste("\n", "Asymmetric BEKK estimation results", "\n", sep = ""))
  underScore <- paste(rep("-", nchar("Asymmetric BEKK estimation results")), collapse = "")
  cat(underScore)
  cat("\nLog-likelihood: ")
  cat(bekkObject$log_likelihood)
  cat("\nBEKK model stationary: ")
  cat(bekkObject$BEKK_valid)
  cat("\nNumber of BHHH iterations: ")
  cat(bekkObject$iter)
  cat("\nAIC: ")
  cat(bekkObject$AIC)
  cat("\nBIC: ")
  cat(bekkObject$BIC)
  cat("\nEstimated parameter matrices: \n")
  cat("\nC \n")
  print(bekkObject$C0)
  cat("\nA \n")
  print(bekkObject$A)
  cat("\nB \n")
  print(bekkObject$B)
  cat("\nG \n")
  print(bekkObject$G)
  cat("\nStandard errors of parameter matrices: \n")
  cat("\nC \n")
  print(bekkObject$C0_sd)
  cat("\nA \n")
  print(bekkObject$A_sd)
  cat("\nB \n")
  print(bekkObject$B_sd)
  cat("\nG \n")
  print(bekkObject$G_sd)
  cat("\n")
}

#' @export

summary.dbekk <- function(object, ...) {
  bekkObject <- object
  cat(paste("\n", "Diagonal BEKK estimation results", "\n", sep = ""))
  underScore <- paste(rep("-", nchar("Diagonal BEKK estimation results")), collapse = "")
  cat(underScore)
  cat("\nLog-likelihood: ")
  cat(bekkObject$log_likelihood)
  cat("\nDiagonal BEKK model stationary: ")
  cat(bekkObject$BEKK_valid)
  cat("\nNumber of BHHH iterations: ")
  cat(bekkObject$iter)
  cat("\nAIC: ")
  cat(bekkObject$AIC)
  cat("\nBIC: ")
  cat(bekkObject$BIC)
  cat("\nEstimated parameter matrices: \n")
  cat("\nC \n")
  print(bekkObject$C0)
  cat("\nA \n")
  print(bekkObject$A)
  cat("\nG \n")
  print(bekkObject$G)
  cat("\nStandard errors of parameter matrices: \n")
  cat("\nC \n")
  print(bekkObject$C0_sd)
  cat("\nA \n")
  print(bekkObject$A_sd)
  cat("\nG \n")
  print(bekkObject$G_sd)
  cat("\n")
}

#' @export
summary.dbekka <- function(object, ...) {
  bekkObject <- object
  cat(paste("\n", "Asymmetric diagonal BEKK estimation results", "\n", sep = ""))
  underScore <- paste(rep("-", nchar("Asymmetric diagonal BEKK estimation results")), collapse = "")
  cat(underScore)
  cat("\nLog-likelihood: ")
  cat(bekkObject$log_likelihood)
  cat("\nDiagonal BEKK model stationary: ")
  cat(bekkObject$BEKK_valid)
  cat("\nNumber of BHHH iterations: ")
  cat(bekkObject$iter)
  cat("\nAIC: ")
  cat(bekkObject$AIC)
  cat("\nBIC: ")
  cat(bekkObject$BIC)
  cat("\nEstimated parameter matrices: \n")
  cat("\nC \n")
  print(bekkObject$C0)
  cat("\nA \n")
  print(bekkObject$A)
  cat("\nB \n")
  print(bekkObject$B)
  cat("\nG \n")
  print(bekkObject$G)
  cat("\nStandard errors of parameter matrices: \n")
  cat("\nC \n")
  print(bekkObject$C0_sd)
  cat("\nA \n")
  print(bekkObject$A_sd)
  cat("\nB \n")
  print(bekkObject$B_sd)
  cat("\nG \n")
  print(bekkObject$G_sd)
  cat("\n")
}


#' @export

summary.sbekk <- function(object, ...) {
  bekkObject <- object
  cat(paste("\n", "Scalar BEKK estimation results", "\n", sep = ""))
  underScore <- paste(rep("-", nchar("Scalar BEKK estimation results")), collapse = "")
  cat(underScore)
  cat("\nLog-likelihood: ")
  cat(bekkObject$log_likelihood)
  cat("\nScalar BEKK model stationary: ")
  cat(bekkObject$BEKK_valid)
  cat("\nNumber of BHHH iterations: ")
  cat(bekkObject$iter)
  cat("\nAIC: ")
  cat(bekkObject$AIC)
  cat("\nBIC: ")
  cat(bekkObject$BIC)
  cat("\nEstimated parameter matrices: \n")
  cat("\nC \n")
  print(bekkObject$C0)
  cat("\na \n")
  print(bekkObject$a)
  cat("\ng \n")
  print(bekkObject$g)
  cat("\nStandard errors of parameter matrices: \n")
  cat("\nC \n")
  print(bekkObject$C0_sd)
  cat("\na \n")
  print(bekkObject$a_sd)
  cat("\ng \n")
  print(bekkObject$g_sd)
  cat("\n")
}

#' @export
summary.sbekka <- function(object, ...) {
  bekkObject <- object
  cat(paste("\n", "Asymmetric scalar BEKK estimation results", "\n", sep = ""))
  underScore <- paste(rep("-", nchar("Asymmetric scalar BEKK estimation results")), collapse = "")
  cat(underScore)
  cat("\nLog-likelihood: ")
  cat(bekkObject$log_likelihood)
  cat("\nScalar BEKK model stationary: ")
  cat(bekkObject$BEKK_valid)
  cat("\nNumber of BHHH iterations: ")
  cat(bekkObject$iter)
  cat("\nAIC: ")
  cat(bekkObject$AIC)
  cat("\nBIC: ")
  cat(bekkObject$BIC)
  cat("\nEstimated parameter matrices: \n")
  cat("\nC \n")
  print(bekkObject$C0)
  cat("\na \n")
  print(bekkObject$a)
  cat("\nb \n")
  print(bekkObject$b)
  cat("\ng \n")
  print(bekkObject$g)
  cat("\nStandard errors of parameter matrices: \n")
  cat("\nC \n")
  print(bekkObject$C0_sd)
  cat("\na \n")
  print(bekkObject$a_sd)
  cat("\nb \n")
  print(bekkObject$b_sd)
  cat("\ng \n")
  print(bekkObject$g_sd)
  cat("\n")
}