Nothing
print.vecm <- function(x, ...)
{
if (x[["type"]]=="pure VECM")
{
roundto <- 5
if (!(x$r==x$n))
{
alpha <- round(x$alpha,roundto)
beta <- round(x$beta,roundto)
colnames(beta) <- paste(1:x$r,".: ",sep="")
}
Gamma <- x$Gamma
Psi <- x$Psi
const <- cbind(x$mu0,x$mu1)
nam <- vector()
if (!is.null(x$mu0)) {nam <- c(nam," Const")}
if (!is.null(x$mu1)) {nam <- c(nam,"Trend")}
if (!is.null(const))
{
const <- round(const,roundto)
colnames(const) <- nam
}
if (!is.null(x$season))
{
Phi <- round(x$Phi,roundto)
nam <- " s1"
if (x$season>1) {nam <- c(nam,paste("s",2:(x$season-1),sep=""))}
colnames(Phi) <- nam
}
cat("\n")
cat("Coefficients:\n")
if (!(x$r==x$n))
{
cat("Beta':\n")
print(t(beta))
cat("\n")
cat("Alpha:\n")
print(alpha)
cat("\n")
}
if (x$p>1)
{
Gammer <- NULL
cat("Gamma:\n")
for (i in 1:length(x$Gamma))
{
colnames(Gamma[[i]])[1] <- paste(" ",colnames(Gamma[[i]])[1])
Gammer <- cbind(Gammer,round(Gamma[[i]],roundto))
}
print(Gammer)
cat("\n")
}
if (x$ex>0)
{
Psis <- NULL
cat("Psi:\n")
for (i in 1:length(Psi))
{
colnames(Psi[[i]])[1] <- paste(" ",colnames(Psi[[i]])[1])
Psis <- cbind(Psis,round(Psi[[i]],roundto))
}
print(Psis)
cat("\n")
}
if (!is.null(x$mu0) || !is.null(x$mu1))
{
cat("Intercept (and Trend) in VECM:\n")
print(const)
cat("\n")
}
if (!is.null(x$season))
{
cat("Seasonality:\n")
print(Phi)
cat("\n")
}
cat("\n")
} else if (x[["type"]]=="weakly exogenous VECM") {
roundto <- 5
if (!(x$r==x$n))
{
alpha <- round(x$alpha,roundto)
beta <- round(x$beta,roundto)
if (x$case=="II")
{
rownames(beta) <- c(colnames(x$dat[,1:x$m]),"Const")
} else if (x$case=="IV") {
rownames(beta) <- c(colnames(x$dat[,1:x$m]),"Trend")
} else {
rownames(beta) <- colnames(x$dat[,1:x$m])
}
colnames(beta) <- paste(1:x$r,".: ",sep="")
}
Lambda <- round(x$Lambda,roundto)
const <- cbind(x$c.0,x$c.1)
nam <- vector()
if (!is.null(x$c.0)) {nam <- c(nam," Const")}
if (!is.null(x$c.1)) {nam <- c(nam,"Trend")}
if (!is.null(const))
{
const <- round(const,roundto)
colnames(const) <- nam
}
if (!is.null(x$Phi)){Phi <- x$Phi}
if (!is.null(x$Psi)){Psi <- x$Psi}
cat("\n")
cat("Coefficients:\n")
if (!(x$r==x$n))
{
cat("Beta':\n")
print(t(beta))
cat("\n")
cat("Alpha:\n")
colnames(alpha)[1] <- paste(" ",colnames(alpha)[1])
print(alpha)
cat("\n")
}
cat("Lambda:\n")
colnames(Lambda)[1] <- paste(" ",colnames(Lambda)[1])
print(Lambda)
cat("\n")
if (x$p>1)
{
PHI <- NULL
cat("Phi:\n")
for (i in 1:length(x$Phi))
{
colnames(Phi[[i]])[1] <- paste(" ",colnames(Phi[[i]])[1])
PHI <- cbind(PHI,round(Phi[[i]],roundto))
}
print(PHI)
cat("\n")
}
if ((x$q>1) || (x$lex>1))
{
PSI <- NULL
cat("Psi:\n")
for (i in 1:length(x$Psi))
{
colnames(Psi[[i]])[1] <- paste(" ",colnames(Psi[[i]])[1])
PSI <- cbind(PSI,round(Psi[[i]],roundto))
}
print(PSI)
cat("\n")
}
if (!is.null(x$c.0) || !is.null(x$c.1))
{
cat("Intercept (and Trend) in VECM:\n")
print(const)
cat("\n")
}
#
# if (!is.null(x$season))
# {
# cat("Seasonality:\n")
# print(Phi)
# cat("\n")
# }
cat("\n")
}
}
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