summary.FCVAR_model: Summarize Estimation Results from the FCVAR model

In FCVAR: Estimation and Inference for the Fractionally Cointegrated VAR

Summarize Estimation Results from the FCVAR model

Description

summary.FCVAR_model prints a summary of the estimation results from the output of FCVARestn. FCVARestn estimates the Fractionally Cointegrated VAR model. It is the central function in the FCVAR package with several nested functions. It estimates the model parameters, calculates the standard errors and the number of free parameters, obtains the residuals and the roots of the characteristic polynomial.

Usage

## S3 method for class 'FCVAR_model'
summary(object, ...)

Arguments

object	An S3 object containing the estimation results of FCVARestn.
...	additional arguments affecting the summary produced.

See Also

FCVARoptions to set default estimation options. FCVARestn calls this function at the start of each estimation to verify validity of options. summary.FCVAR_model prints a summary of the output of FCVARestn to screen.

Other FCVAR estimation functions: FCVARestn(), FCVARoptions()

Examples

opt <- FCVARoptions()
opt$gridSearch   <- 0 # Disable grid search in optimization.
opt$dbMin        <- c(0.01, 0.01) # Set lower bound for d,b.
opt$dbMax        <- c(2.00, 2.00) # Set upper bound for d,b.
opt$constrained  <- 0 # Impose restriction dbMax >= d >= b >= dbMin ? 1 <- yes, 0 <- no.
x <- votingJNP2014[, c("lib", "ir_can", "un_can")]
FCVARresults <- FCVARestn(x, k = 2, r = 1, opt)
summary(object = FCVARresults)

FCVAR documentation built on May 5, 2022, 9:06 a.m.