Nothing
setMethod(f="coeftest", signature(object = "cold"),
function (object)
{
coef <- object@coefficients
nas <- is.na(coef[, 1])
cnames <- names(coef[, 1][!nas])
coef <- matrix(rep(coef[, 1][!nas], 4), ncol = 4)
coef.aux<-matrix(rep(coef[, 1][!nas], 4), ncol = 4)
coef[, 2] <- object@se[, 1][!nas]
coef[, 3] <- round(coef[, 1]/coef[, 2], 3)
coef.aux[,1]<-pnorm(coef[, 1]/coef[, 2])
coef.aux[,2]<-1-pnorm(coef[, 1]/coef[, 2])
for (i in 1:dim(coef)[[1]])
{coef.aux[i,3]<-min(coef.aux[i, 1],coef.aux[i, 2])}
coef[, 4] <- round(2*coef.aux[,3],6)
dimnames(coef) <- list(cnames, c("Estimate", "Std. Error", "z value", "p-value"))
# for dependence="ind"
if(all(is.na(match(cnames, "omega1"))) && all(is.na(match(cnames, "rho"))) )
{
# cat("\nz test of coefficients:\t\n")
return(coef[ , ])
}
# for dependence="AR1"
else if(all(is.na(match(cnames, "omega1"))) && !all(is.na(match(cnames, "rho"))) )
{
# cat("\nz test of coefficients:\t\n")
return(coef[1:dim(coef)[[1]], ])
}
# for dependence="indR"
else if (!all(is.na(match(cnames, "omega1"))) &&
all(is.na(match(cnames, "omega2"))) &&
all(is.na(match(cnames, "rho"))) )
{
# cat("\nz test of coefficients:\t\n")
return(coef[-dim(coef)[[1]], ])
}
# for dependence="AR1R"
else if (!all(is.na(match(cnames, "omega1"))) &&
all(is.na(match(cnames, "omega2"))) &&
!all(is.na(match(cnames, "rho"))) )
{
# cat("\nz test of coefficients:\t\n")
return(coef[1:(dim(coef)[[1]]-1), ])
}
# for dependence="indR2"
else if (!all(is.na(match(cnames, "omega2"))) &&
all(is.na(match(cnames, "rho"))))
{
# cat("\nz test of coefficients:\t\n")
return(coef[1:(dim(coef)[[1]]-2), ])
}
# for dependence="AR1R2"
else if (!all(is.na(match(cnames, "omega2"))) &&
!all(is.na(match(cnames, "rho"))) )
{
# cat("\nz test of coefficients:\t\n")
return(coef[1:(dim(coef)[[1]]-2), ])
}
}
)
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