print.cointReg: Print Method for Cointegration Models (Modified OLS).

In aschersleben/cointReg: Parameter Estimation and Inference in a Cointegrating Regression

Description

Printing objects of class "cointReg".

Usage

## S3 method for class 'cointReg'
print(x, ..., digits = getOption("digits"),
  all.coeffs = FALSE)

Arguments

x	[cointReg] Object of class "cointReg", i.e. the result of cointRegFM, cointRegD or cointRegIM.
...	ignored
digits	[numeric] Number of significant digits to be used.
all.coeffs	[logical] Whether to show all coefficients (i. e. the "real" regressors AND the auxiliary regressors). Default is FALSE.

Value

[matrix]
A matrix including the coefficients along with standard errors, t and p values.

See Also

Other cointReg: cointRegD, cointRegFM, cointRegIM, cointReg, plot.cointReg

Examples

set.seed(42)
x = data.frame(x1 = cumsum(rnorm(200)), x2 = cumsum(rnorm(200)))
eps1 = rnorm(200, sd = 2)
y = x$x1 - x$x2 + 10 + eps1
deter = cbind(level = rep(1, 200))

test.fm = cointRegFM(x = x, y = y, deter = deter)
print(test.fm)

test.d = cointRegD(x = x, y = y, deter = deter)
print(test.d)

test.im2 = cointRegIM(x = x, y = y, deter = deter)
print(test.im2)

## Not run: 
# The coefficients matrix can be transferred e.g. to LaTeX via xtable:
if (!require("xtable")) {install.packages("xtable"); library("xtable")}
xtab = xtable(print(test.fm))
print.xtable(xtab)

## End(Not run)

aschersleben/cointReg documentation built on May 12, 2019, 4:33 a.m.