Nothing
##
## Setting methods for classes
##
show.urca <- function(object){
title <- paste("#", object@test.name, "Unit Root / Cointegration Test #", sep=" ")
row <- paste(rep("#", nchar(title)), collapse="")
cat("\n")
cat(row, "\n")
cat(title, "\n")
cat(row, "\n")
cat("\n")
cat("The value of the test statistic is:", round(object@teststat, 4), "\n")
cat('\n')
}
setMethod("show", "ur.kpss", show.urca)
setMethod("show", "ca.jo", show.urca)
setMethod("show", "cajo.test", show.urca)
setMethod("show", "ca.po", show.urca)
setMethod("show", "ur.pp", show.urca)
setMethod("show", "ur.df", show.urca)
setMethod("show", "ur.sp", show.urca)
setMethod("show", "ur.za", show.urca)
setMethod("show", "ur.ers", show.urca)
setMethod("show", "sumurca", function(object){
if(object@classname=="ur.za"){
title <- paste("#", object@test.name, "Unit Root Test #", sep=" ")
row <- paste(rep("#", nchar(title)), collapse="")
cat("\n")
cat(row, "\n")
cat(title, "\n")
cat(row, "\n")
cat("\n")
print(summary(object@testreg))
cat('\n')
cat('Teststatistic:', round(object@teststat, 4), '\n')
cat('Critical values: 0.01=', object@cval[1], '0.05=', object@cval[2], '0.1=', object@cval[3], '\n')
cat('\n')
cat('Potential break point at position:', object@bpoint, '\n')
cat('\n')
invisible(object)
}else if(object@classname=="ur.sp"){
title <- paste("#", object@test.name, "Unit Root Test #", sep=" ")
row <- paste(rep("#", nchar(title)), collapse="")
cat("\n")
cat(row, "\n")
cat(title, "\n")
cat(row, "\n")
cat("\n")
print(object@testreg)
cat('\n')
cat('Value of test-statistic is:', round(object@teststat, 4), '\n')
cat('Critical value for a significance level of', object@signif, '\n')
cat('is:', object@cval, '\n')
cat('\n')
invisible(object)
}else if(object@classname=="ur.pp"){
title <- paste("#", object@test.name, "Unit Root Test #", sep=" ")
row <- paste(rep("#", nchar(title)), collapse="")
cat("\n")
cat(row, "\n")
cat(title, "\n")
cat(row, "\n")
cat("\n")
cat('Test regression', object@model, '\n')
cat('\n')
print(object@testreg)
cat('\n')
cat('Value of test-statistic, type:', object@type,' is:', round(object@teststat, 4), '\n')
cat('\n')
print(object@auxstat)
cat('\n')
if(identical(object@type, "Z-tau")){
cat('Critical values for Z statistics: \n')
print(object@cval)
cat('\n')
}
invisible(object)
}else if(object@classname=="ur.df"){
title <- paste("#", object@test.name, "Unit Root Test #", sep=" ")
row <- paste(rep("#", nchar(title)), collapse="")
cat("\n")
cat(row, "\n")
cat(title, "\n")
cat(row, "\n")
cat("\n")
cat('Test regression', object@model, '\n')
cat('\n')
print(object@testreg)
cat('\n')
cat('Value of test-statistic is:', round(object@teststat, 4), '\n')
cat('\n')
cat('Critical values for test statistics: \n')
print(object@cval)
cat('\n')
invisible(object)
}else if(object@classname=="ca.po"){
title <- paste("#", object@test.name, "Unit Root Test #", sep=" ")
row <- paste(rep("#", nchar(title)), collapse="")
cat("\n")
cat(row, "\n")
cat(title, "\n")
cat(row, "\n")
cat("\n")
cat("Test of type", object@type, "\ndetrending of series", object@model, "\n")
cat("\n")
print(object@testreg)
cat('\n')
cat('Value of test-statistic is:', round(object@teststat, 4), '\n')
cat('\n')
cat('Critical values of', object@type, "are:\n")
print(object@cval)
cat('\n')
invisible(object)
}else if(object@classname=="ur.kpss"){
title <- paste("#", object@test.name, "Unit Root Test #", sep=" ")
row <- paste(rep("#", nchar(title)), collapse="")
cat("\n")
cat(row, "\n")
cat(title, "\n")
cat(row, "\n")
cat("\n")
cat('Test is of type:', object@type, 'with', object@lag, 'lags. \n')
cat('\n')
cat('Value of test-statistic is:', round(object@teststat, 4), '\n')
cat('\n')
cat('Critical value for a significance level of: \n')
print(object@cval)
cat('\n')
invisible(object)
}else if(object@classname=="cajo.test"){
title <- paste("#", object@test.name, "#", sep=" ")
row <- paste(rep("#", nchar(title)), collapse="")
cat("\n")
cat(row, "\n")
cat(title, "\n")
cat(row, "\n")
cat("\n")
cat(object@type, "\n")
cat("\n")
cat("The VECM has been estimated subject to: \n")
cat("beta=H*phi and/or alpha=A*psi\n")
if(!is.null(object@H)){
cat("\n")
print(object@H)
cat("\n")
}
if(!is.null(object@A)){
cat("\n")
print(object@A)
cat("\n")
}
cat("Eigenvalues of restricted VAR (lambda):\n")
print(round(object@lambda, 4))
cat('\n')
cat("The value of the likelihood ratio test statistic:\n")
cat(round(object@teststat, 2), "distributed as chi square with", object@pval[2], "df.\n")
cat("The p-value of the test statistic is:", round(object@pval[1], 2), "\n")
cat("\n")
cat("Eigenvectors, normalised to first column\n")
cat("of the restricted VAR:\n")
cat("\n")
print(round(object@V, 4))
cat("\n")
cat("Weights W of the restricted VAR:\n")
cat("\n")
print(round(object@W, 4))
cat("\n")
invisible(object)
}else if(object@classname=="ca.jo"){
title <- paste("#", object@test.name, "#", sep=" ")
row <- paste(rep("#", nchar(title)), collapse="")
cat("\n")
cat(row, "\n")
cat(title, "\n")
cat(row, "\n")
cat("\n")
cat("Test type:", object@type, ",", object@model, "\n")
cat("\n")
cat("Eigenvalues (lambda):\n")
print(object@lambda)
cat('\n')
if(!(is.null(object@cval))){
res1 <- as.matrix(round(object@teststat, 2))
colnames(res1) <- "test"
result <- cbind(res1, object@cval)
cat("Values of teststatistic and critical values of test:\n")
cat("\n")
print(result)
cat("\n")
}else{
cat("Values of test statistic\n")
cat("\n")
result <- as.matrix(object@teststat)
rownames(result) <- c(paste("r <= ", (object@P-1):1, " |",sep=""), "r = 0 |")
print(result)
cat("\n")
invisible(object)
}
cat("Eigenvectors, normalised to first column:\n")
cat("(These are the cointegration relations)\n")
cat("\n")
print(object@V)
cat("\n")
cat("Weights W:\n")
cat("(This is the loading matrix)\n")
cat("\n")
print(object@W)
cat("\n")
invisible(object)
}else if(object@classname=="ur.ers"){
title <- paste("#", object@test.name, "Unit Root Test #", sep=" ")
row <- paste(rep("#", nchar(title)), collapse="")
cat("\n")
cat(row, "\n")
cat(title, "\n")
cat(row, "\n")
cat("\n")
cat("Test of type", object@type, "\ndetrending of series", object@model, "\n")
cat("\n")
if(!is.null(object@testreg)){
print(object@testreg)
cat('\n')
}
cat('Value of test-statistic is:', round(object@teststat, 4), '\n')
cat('\n')
cat('Critical values of', object@type, "are:\n")
print(object@cval)
cat('\n')
invisible(object)
}
})
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