summary.vecm: Summarizing objects of class vecm

In GVAR: Vector Error Correction Model (VECM), VECM with exogenous I(1) variables, Global VAR (GVAR)

Description

summary.vecm plots summary statistics for objects of class vecm

Usage

## S3 method for class 'vecm'
summary(object, ...)

Arguments

object	object of class vecm
...

Details

summary.vecm will provide an overview of the coefficients, standard errors etc. of an vecm-object

Author(s)

Martin Summer, Klaus Rheinberger, Rainer Puhr, Michael Sigmund

References

Soeren Johansen. Likelihood-Based Inference in Cointegrated Vector Auto-Regressive Models. Advanced Texts in Econometrics. Oxford University Press, 1995.

Helmut Luetkepohl, Markus Kraetzig. Applied Time Series Econometrics. Cambridge University Press, 2004.

Helmut Luetkepohl. New Introduction to Multiple Time Series Analysis. Springer, 2005.

See Also

est.vecm.mdls, print.vecm

Examples

  data(RDp)
  p <-  4
  freq <- 4
  etw <- list(start = 1972.25+p*1/freq, end= 1998.75, freq = freq)
  res <- est.vecm.mdls(RDp,etw=etw,p=4,case="III",r=1,season=4,season.start.time=1)
  summary(res)

GVAR documentation built on May 2, 2019, 6:30 p.m.