Nothing
summary.dfm <- function(x, plot=FALSE) {
cl <- match.call()
nf <- dim(x$qml)[2]
if (plot == TRUE)
{
for (i in 1:nf)
{
plot.title <- paste0("QML estimated factor ", i)
plot(x$qml[,i], type='l', main=plot.title, ylab="Value", xlab="Time")
}
boxplot(x$data - t(x$C %*% t(x$qml)), main="Residuals by input variable")
}
cat("Observation equation matrix: \n")
print(x$C)
cat("\nObservation residual covariance matrix: \n")
print(cov(x$data - t(x$C %*% t(x$qml))))
cat("\nSystem equation transition matrix: \n")
print(x$A)
}
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