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#' Print results of functions in tvReg
#'
#' Print some results for objects with class attribute \code{tvlm}, \code{tvar}, \code{tvvar},
#' \code{tvirf}, \code{tvsure} and \code{tvplm}.
#'
#' These functions print a few results from the time-varying estimated coefficients
#' @param object An object used to select a method.
#' @param digits Integer, indicating the minimal number of significant digits.
#' @param ... Other parameters passed to specific methods.
#' @seealso \code{\link{plot.tvlm}}, \code{\link{plot.tvvar}}, \code{\link{plot.tvvar}},
#' \code{\link{plot.tvirf}},\code{\link{plot.tvsure}}
#' @aliases summary summary.tvlm
#' @rdname summary.tvReg
#' @method summary tvlm
#' @export
summary.tvlm <- function(object, digits = max(3, getOption("digits") - 3), ... )
{
cat("\nCall: \n")
print(object$call)
cat("\nClass: ", class(object), "\n")
result <- object$coefficients
bw <- round(object$bw, digits = digits)
lower <- object$Lower
upper <- object$Upper
level <- object$level * 100
obs <- object$obs
text1 <- "\nSummary of time-varying estimated coefficients:"
cat(text1, "\n")
row <- paste(rep("=", nchar(text1)), collapse = "")
cat(row, "\n")
print(apply(result, 2, summary), digits = digits)
if(!is.null(lower))
{
text1 <- paste("\nLOWER (", level, "%) confidence interval:", sep ="")
cat(text1, "\n")
print(apply(lower, 2, summary), digits = digits)
text1 <- paste("\nUPPER (", level, "%) confidence interval:", sep ="")
cat(text1, "\n")
print(apply(upper, 2, summary), digits = digits)
}
cat("\nBandwidth: ", bw)
SSR <- sum(object$residuals^2)
SST <- sum((object$y - mean(object$y))^2)
R2 <- round(1 - SSR/SST, digits = digits)
cat("\nPseudo R-squared: ", R2, "\n\n")
invisible(object)
}
#' @rdname summary.tvReg
#' @method summary tvar
#' @export
summary.tvar <- summary.tvlm
#' @rdname summary.tvReg
#' @method summary tvplm
#' @export
summary.tvplm <- summary.tvlm
#' @aliases summary summary.tvsure
#' @rdname summary.tvReg
#' @method summary tvsure
#' @export
summary.tvsure <- function (object, digits = max(3, getOption("digits") - 3), ...)
{
result <- object$coefficients
bw <- round(object$bw, digits = digits)
if (length(bw) == 1)
bw <- rep(bw, object$neq)
lower <- object$Lower
upper <- object$Upper
level <- object$level * 100
neq <- object$neq
nvar <- object$nvar
names <- names(object$x)
for (i in 1:neq)
{
text1 <- paste("\nSummary of TVSURE for equation \"",
names[i], "\"", sep ="")
cat(text1, "\n")
row <- paste(rep("=", nchar(text1)), collapse = "")
cat(row, "\n")
index <- (sum(nvar[-c(i:neq)]) + 1):(sum(nvar[-c(i:neq)]) + nvar[i])
if(dim(result)[1]>1)
print(apply(result[, index], 2, summary), digits = digits)
else
print(summary(result[, index]), digits = digits)
if(!is.null(lower))
{
text1 <- paste("\nLOWER (", level, "%) confidence interval:", sep ="")
cat(text1, "\n")
if(dim(result)[1]>1)
print(apply(lower[, index], 2, summary), digits = digits)
else
print(summary(lower[, index]), digits = digits)
text1 <- paste("\nUPPER (", level, "%) confidence interval:", sep ="")
cat(text1, "\n")
if(dim(result)[1]>1)
print(apply(upper[, index], 2, summary), digits = digits)
else
print(summary(upper[, index]), digits = digits)
}
cat("\nBandwidth: ", bw[i])
SSR <- sum(object$residuals[, i]^2)
SST <- sum((object$y[, i]- mean(object$y[, i]))^2)
R2 <- round(1 - SSR/SST, digits = digits)
cat("\nPseudo R-squared: ", R2, "\n\n")
}
invisible(object)
}
#' @aliases summary summary.tvvar
#' @rdname summary.tvReg
#' @method summary tvvar
#' @export
summary.tvvar <- function (object, digits = max(3, getOption("digits") - 3), ...)
{
cat("\nCall: \n")
print(object$call)
result <- object$coefficients
bw <- round(object$bw, digits = digits)
if (length(bw) == 1)
bw <- rep(bw, object$neq)
neq <- object$neq
nvar <- NCOL(object$x) - neq
names <- colnames(object$y.orig)
for (i in 1:neq)
{
text1 <- paste("\nSummary of TVVAR for equation ",
names[i], ":", sep = "")
cat(text1, "\n")
row <- paste(rep("=", nchar(text1)), collapse = "")
cat(row, "\n")
print(apply(result[[i]], 2, summary), digits = digits)
cat("\nBandwidth: ", bw[i])
SSR <- sum(object$residuals[, i]^2)
SST <- sum((object$y[, i]- mean(object$y[, i]))^2)
R2 <- round(1 - SSR/SST, digits = digits)
cat("\nPseudo R-squared: ", R2, "\n\n")
}
invisible(object)
}
#' @aliases summary summary.tvirf
#' @rdname summary.tvReg
#' @method summary tvirf
#' @export
summary.tvirf <-function(object, digits = max(3, getOption("digits") - 3), ...)
{
cat("\nCall: \n")
print(object$call)
irf <- object$irf
impulse <- object$impulse
response <- object$response
lower <- object$lower
upper <- object$upper
text1 <- NULL
if (object$cumulative)
text1 <- paste (text1, "Cumulative ", sep ="")
if (object$ortho)
text1 <- text1 <- paste(text1, "Orthogonal ", sep ="")
text1 <- paste (text1, "TVIRF Estimation Results:", sep ="")
cat(paste("\n", text1, "\n", sep = ""))
row <- paste(rep("=", nchar(text1)), collapse = "")
cat(row, "\n")
cat("\n")
for (i in 1:length(object$impulse))
{
for (j in 1:length(object$response))
{
text1 <- paste("\nSummary of TVIRF for impulse \"",
impulse[i], "\" and response \"",
response[j], "\"", sep ="")
cat(text1, "\n")
row <- paste(rep("=", nchar(text1)), collapse = "")
cat(row, "\n")
row <- apply(irf[[i]][, j, ], 2, summary)
colnames(row) <- paste("horizon_", 0:object$n.ahead, sep ="")
print(row, digits = digits)
}
}
cat("\nBandwidth for Sigma estimation: ",
round(object$bw.cov, digits = digits), "\n")
invisible(object)
}
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