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R/summary.vecm.R
In GVAR: Vector Error Correction Model (VECM), VECM with exogenous I(1) variables, Global VAR (GVAR)
Defines functions
summary.vecm
Documented in
summary.vecm
summary.vecm <- function(object, ...)
{
if (object[["type"]]=="pure VECM")
{
roundto <- 5
if (!(object$r==object$n))
{
alpha <- round(object$alpha,roundto)
beta <- round(object$beta,roundto)
colnames(beta) <- paste(1:object$r,".: ",sep="")
Beta <- NULL
}
Gamma <- object$Gamma
Psi <- object$Psi
const <- cbind(object$mu0,object$mu1)
nam <- vector()
if (!is.null(object$mu0)) {nam <- c(nam," Const")}
if (!is.null(object$mu1)) {nam <- c(nam,"Trend")}
if (!is.null(const))
{
const <- round(const,roundto)
colnames(const) <- nam
}
if (!is.null(object$season))
{
Phi <- round(object$Phi,roundto)
nam <- " s1"
if (object$season>1) {nam <- c(nam,paste("s",2:(object$season-1),sep=""))}
colnames(Phi) <- nam
}
cat("\nTime series information:\n")
cat("Cointegration Rank: ",object$r,"\t\tLag Order: ",object$p,"\n")
cat("\n")
cat("Coefficients:\n")
if (!(object$r==object$n))
{
cat("Beta':\n")
if (object$r==1)
{
tvalsB <- matrix(round(object$tvals$beta,roundto),ncol=1)
} else {
tvalsB <- round(object$tvals$beta,roundto)
}
seB <- round(object$se$beta,roundto)
for (i in 1:object$r)
{
temptB <- rep("-",object$r)
seTemp <- rep("-",object$r)
if (object$case=="H_1^*(r)" || object$case=="H^*(r)")
{
i.b <- object$n-object$r+1
} else {
i.b <- object$n-object$r
}
for (j in 1:i.b)
{
seTemp <- c(seTemp,paste("(",format(round(seB[j,i],3),nsmall=3),")",sep=""))
temptB <- c(temptB,paste("[",format(round(tvalsB[j,i],2),nsmall=2),"]",sep=""))
}
BETA <- rbind(format(beta[,i],nsmall=roundto),seTemp,temptB)
BETA <- rbind(BETA,rep("",dim(BETA)[2]))
rownames(BETA) <- c(colnames(beta)[i],"(Std.Err.)","[t-Value]","")
print(as.data.frame(BETA))
}
cat("\n")
cat("Alpha:\n")
print(alpha)
cat("\n")
}
if (object$p>1)
{
Gammer <- NULL
seG <- NULL
tvalsG <- NULL
pvalsG <- NULL
cat("Gamma:\n")
for (i in 1:length(object$Gamma))
{
colnames(Gamma[[i]])[1] <- paste(" ",colnames(Gamma[[i]])[1])
Gammer <- cbind(Gammer,round(Gamma[[i]],roundto))
seG <- cbind(seG,round(object$se$Gamma[[i]],roundto))
tvalsG <- cbind(tvalsG,round(object$tvals$Gamma[[i]],roundto))
pvlasG <- cbind(pvalsG,round(object$pvals$Gamma[[i]],roundto))
}
for (i in 1:object$n)
{
seTemp <- NULL
tvalTemp <- NULL
for (j in 1:length(Gammer[i,]))
{
seTemp <- c(seTemp,paste("(",format(round(seG[i,j],3),nsmall=3),")",sep=""))
tvalTemp <- c(tvalTemp,paste("[",format(round(tvalsG[i,j],2),nsmall=2),"]",sep=""))
}
GAMMA <- rbind(format(Gammer[i,],nsmall=roundto),seTemp,tvalTemp)
rownames(GAMMA) <- c(rownames(Gammer)[i],"(Std.Err.)","[t-Value]")
print(as.data.frame(GAMMA))
}
cat("\n")
}
if (object$ex>0)
{
Psis <- NULL
sePs <- NULL
tvalsPs <- NULL
pvalsPs <- NULL
cat("Psi:\n")
for (i in 1:length(object$Psi))
{
colnames(Psi[[i]])[1] <- paste(" ",colnames(Psi[[i]])[1])
Psis <- cbind(Psis,round(Psi[[i]],roundto))
sePs <- cbind(sePs,round(object$se$Psi[[i]],roundto))
tvalsPs <- cbind(tvalsPs,round(object$tvals$Psi[[i]],roundto))
pvlasPs <- cbind(pvalsPs,round(object$pvals$Psi[[i]],roundto))
}
for (i in 1:object$n)
{
seTemp <- NULL
tvalTemp <- NULL
for (j in 1:length(Psis[i,]))
{
seTemp <- c(seTemp,paste("(",format(round(sePs[i,j],3),nsmall=3),")",sep=""))
tvalTemp <- c(tvalTemp,paste("[",format(round(tvalsPs[i,j],2),nsmall=2),"]",sep=""))
}
PSI <- rbind(format(Psis[i,],nsmall=roundto),seTemp,tvalTemp)
rownames(PSI) <- c(rownames(Psis)[i],"(Std.Err.)","[t-Value]")
print(as.data.frame(PSI))
}
cat("\n")
}
if (!is.null(object$mu0) || !is.null(object$mu1))
{
cat("Intercept (and Trend) in VECM:\n")
if (object$case=="H(r)")
{
seC <- cbind(object$se$mu0,object$se$mu1)
tvalC <- cbind(object$tvals$mu0,object$tvals$mu1)
pvalC <- cbind(object$pvals$mu0,object$pvals$mu1)
n.case <- 2
} else if (object$case=="H^*(r)" || object$case=="H_1(r)"){
seC <- cbind(object$se$mu0)
tvalC <- cbind(object$tvals$mu0)
pvalC <- cbind(object$pvals$mu0)
n.case <- 1
} else {
seC <- NULL
tvalC <- NULL
pvalC <- NULL
}
for (i in 1:object$n)
{
seTemp <- NULL
tvalTemp <- NULL
if (object$case!="H_1^*(r)")
{
for (j in 1:n.case)
{
seTemp <- c(seTemp,paste("(",format(round(seC[i,j],3),nsmall=3),")",sep=""))
tvalTemp <- c(tvalTemp,paste("[",format(round(tvalC[i,j],2),nsmall=2),"]",sep=""))
}
}
if (object$case=="H_1^*(r)" || object$case=="H^*(r)")
{
seTemp <- c(seTemp,"-")
tvalTemp <- c(tvalTemp,"-")
}
CONST <- rbind(format(const[i,],nsmall=roundto),seTemp,tvalTemp)
rownames(CONST) <- c(rownames(const)[i],"(Std.Err.)","[t-Value]")
colnames(CONST) <- paste(" ",colnames(const),sep="")
print(as.data.frame(CONST))
}
cat("\n")
}
if (!is.null(object$season))
{
cat("Seasonality:\n")
for (i in 1:object$n)
{
seTemp <- NULL
tvalTemp <- NULL
for (j in 1:(object$season-1))
{
seTemp <- c(seTemp,paste("(",format(round(object$se$season[i,j],3),nsmall=3),")",sep=""))
tvalTemp <- c(tvalTemp,paste("[",format(round(object$tvals$season[i,j],2),nsmall=2),"]",sep=""))
}
SEASON <- rbind(format(Phi[i,],nsmall=roundto),seTemp,tvalTemp)
rownames(SEASON) <- c(rownames(object$se$season)[i],"(Std.Err.)","[t-Value]")
colnames(SEASON) <- paste(" ",colnames(Phi),sep="")
print(as.data.frame(SEASON))
}
cat("\n")
}
cat("\n")
} else if (object[["type"]]=="weakly exogenous VECM") {
#--------------- WEAKLY EXOGENOUS VECM --------------
roundto <- 5
if (!(object$r==object$n))
{
alpha <- round(object$alpha,roundto)
beta <- round(object$beta,roundto)
if (object$case=="II")
{
rownames(beta) <- c(colnames(object$dat[,1:object$m]),"Const")
} else if (object$case=="IV") {
rownames(beta) <- c(colnames(object$dat[,1:object$m]),"Trend")
} else {
rownames(beta) <- colnames(object$dat[,1:object$m])
}
colnames(beta) <- paste(1:object$r,".: ",sep="")
Beta <- NULL
}
Lambda <- object$Lambda
Phi <- object$Phi
Psi <- object$Psi
const <- cbind(object$c.0,object$c.1)
nam <- vector()
if (!is.null(object$c.0)) {nam <- c(nam," Const")}
if (!is.null(object$c.1)) {nam <- c(nam,"Trend")}
if (!is.null(const))
{
const <- round(const,roundto)
colnames(const) <- nam
}
if (!is.null(object$season))
{
Phi <- round(object$Phi,roundto)
nam <- " s1"
if (object$season>1) {nam <- c(nam,paste("s",2:(object$season-1),sep=""))}
colnames(Phi) <- nam
}
cat("\nTime series information:\n")
cat("Cointegration Rank: ",object$r,
"\nLag Order of endogenous Variables: ",object$p,
"\nLag Order of weakly exogenous Variables: ",object$q,"\n")
cat("\n")
cat("Coefficients:\n")
if (!(object$r==object$n))
{
cat("Beta':\n")
if (object$r==1)
{
tvalsB <- matrix(round(object$tvals$beta,roundto),ncol=1)
} else {
tvalsB <- round(object$tvals$beta,roundto)
}
seB <- round(object$se$beta,roundto)
for (i in 1:object$r)
{
temptB <- rep("-",object$r)
seTemp <- rep("-",object$r)
if (object$case=="II" || object$case=="IV")
{
i.b <- object$m-object$ex-object$r+1
} else {
i.b <- object$m-object$ex-object$r
}
for (j in 1:i.b)
{
seTemp <- c(seTemp,paste("(",format(round(seB[j,i],3),nsmall=3),")",sep=""))
temptB <- c(temptB,paste("[",format(round(tvalsB[j,i],2),nsmall=2),"]",sep=""))
}
BETA <- rbind(format(beta[,i],nsmall=roundto),seTemp,temptB)
rownames(BETA) <- c(colnames(beta)[i],"(Std.Err.)","[t-Value]")
print(as.data.frame(BETA))
cat("\n")
}
# 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])
seL <- round(object$se$Lambda,roundto)
tvalsL <- round(object$tvals$Lambda,roundto)
pvalsL <- round(object$pvals$Lambda,roundto)
for (i in 1:object$n)
{
seTemp <- NULL
tvalTemp <- NULL
for (j in 1:(dim(object$dat)[2]-object$n))
{
seTemp <- c(seTemp,paste("(",format(round(seL[i,j],3),nsmall=3),")",sep=""))
tvalTemp <- c(tvalTemp,paste("[",format(round(tvalsL[i,j],2),nsmall=2),"]",sep=""))
}
LAMBDA <- rbind(format(round(Lambda[i,],roundto),nsmall=roundto),seTemp,tvalTemp)
rownames(LAMBDA) <- c(rownames(Lambda)[i],"(Std.Err.)","[t-Value]")
if (dim(Lambda)[2]<2){colnames(LAMBDA) <- colnames(Lambda)}
print(as.data.frame(LAMBDA))
}
cat("\n")
if (object$p>1)
{
tempPhi <- NULL
sePh <- NULL
tvalsPh <- NULL
pvalsPh <- NULL
cat("Phi:\n")
for (i in 1:length(object$Phi))
{
colnames(Phi[[i]])[1] <- paste(" ",colnames(Phi[[i]])[1])
tempPhi <- cbind(tempPhi,round(Phi[[i]],roundto))
sePh <- cbind(sePh,round(object$se$Phi[[i]],roundto))
tvalsPh <- cbind(tvalsPh,round(object$tvals$Phi[[i]],roundto))
pvlasPh <- cbind(pvalsPh,round(object$pvals$Phi[[i]],roundto))
}
for (i in 1:object$n)
{
seTemp <- NULL
tvalTemp <- NULL
for (j in 1:length(tempPhi[i,]))
{
seTemp <- c(seTemp,paste("(",format(round(sePh[i,j],3),nsmall=3),")",sep=""))
tvalTemp <- c(tvalTemp,paste("[",format(round(tvalsPh[i,j],2),nsmall=2),"]",sep=""))
}
PHI <- rbind(format(tempPhi[i,],nsmall=roundto),seTemp,tvalTemp)
rownames(PHI) <- c(rownames(tempPhi)[i],"(Std.Err.)","[t-Value]")
print(as.data.frame(PHI))
}
cat("\n")
}
if ((object$q>1) || (object$lex>1))
{
tempPsi <- NULL
sePs <- NULL
tvalsPs <- NULL
pvalsPs <- NULL
cat("Psi:\n")
for (i in 1:length(object$Psi))
{
colnames(Psi[[i]])[1] <- paste(" ",colnames(Psi[[i]])[1])
tempPsi <- cbind(tempPsi,round(Psi[[i]],roundto))
sePs <- cbind(sePs,round(object$se$Psi[[i]],roundto))
tvalsPs <- cbind(tvalsPs,round(object$tvals$Psi[[i]],roundto))
pvlasPs <- cbind(pvalsPs,round(object$pvals$Psi[[i]],roundto))
}
for (i in 1:object$n)
{
seTemp <- NULL
tvalTemp <- NULL
for (j in 1:length(tempPsi[i,]))
{
seTemp <- c(seTemp,paste("(",format(round(sePs[i,j],3),nsmall=3),")",sep=""))
tvalTemp <- c(tvalTemp,paste("[",format(round(tvalsPs[i,j],2),nsmall=2),"]",sep=""))
}
PSI <- rbind(format(tempPsi[i,],nsmall=roundto),seTemp,tvalTemp)
rownames(PSI) <- c(rownames(tempPsi)[i],"(Std.Err.)","[t-Value]")
if (dim(Psi[[1]])[2]<2){colnames(PSI) <- colnames(Psi[[1]])}
print(as.data.frame(PSI))
}
cat("\n")
}
if (!is.null(object$c.0) || !is.null(object$c.1))
{
cat("Intercept (and Trend) in VECM:\n")
if (object$case=="V")
{
seC <- cbind(object$se$c.0,object$se$c.1)
tvalC <- cbind(object$tvals$c.0,object$tvals$c.1)
pvalC <- cbind(object$pvals$c.0,object$pvals$c.1)
n.case <- 2
} else if (object$case=="IV" || object$case=="III"){
seC <- cbind(object$se$c.0)
tvalC <- cbind(object$tvals$c.0)
pvalC <- cbind(object$pvals$c.0)
n.case <- 1
} else {
seC <- NULL
tvalC <- NULL
pvalC <- NULL
}
for (i in 1:object$n)
{
seTemp <- NULL
tvalTemp <- NULL
if (object$case!="II")
{
for (j in 1:n.case)
{
seTemp <- c(seTemp,paste("(",format(round(seC[i,j],3),nsmall=3),")",sep=""))
tvalTemp <- c(tvalTemp,paste("[",format(round(tvalC[i,j],2),nsmall=2),"]",sep=""))
}
}
if (object$case=="II" || object$case=="IV")
{
seTemp <- c(seTemp,"-")
tvalTemp <- c(tvalTemp,"-")
}
CONST <- rbind(format(const[i,],nsmall=roundto),seTemp,tvalTemp)
rownames(CONST) <- c(rownames(const)[i],"(Std.Err.)","[t-Value]")
colnames(CONST) <- paste(" ",colnames(const),sep="")
print(as.data.frame(CONST))
}
cat("\n")
}
}
}
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Defines functions summary.vecm
Documented in summary.vecm
summary.vecm <- function(object, ...)
{
if (object[["type"]]=="pure VECM")
{
roundto <- 5
if (!(object$r==object$n))
{
alpha <- round(object$alpha,roundto)
beta <- round(object$beta,roundto)
colnames(beta) <- paste(1:object$r,".: ",sep="")
Beta <- NULL
}
Gamma <- object$Gamma
Psi <- object$Psi
const <- cbind(object$mu0,object$mu1)
nam <- vector()
if (!is.null(object$mu0)) {nam <- c(nam," Const")}
if (!is.null(object$mu1)) {nam <- c(nam,"Trend")}
if (!is.null(const))
{
const <- round(const,roundto)
colnames(const) <- nam
}
if (!is.null(object$season))
{
Phi <- round(object$Phi,roundto)
nam <- " s1"
if (object$season>1) {nam <- c(nam,paste("s",2:(object$season-1),sep=""))}
colnames(Phi) <- nam
}
cat("\nTime series information:\n")
cat("Cointegration Rank: ",object$r,"\t\tLag Order: ",object$p,"\n")
cat("\n")
cat("Coefficients:\n")
if (!(object$r==object$n))
{
cat("Beta':\n")
if (object$r==1)
{
tvalsB <- matrix(round(object$tvals$beta,roundto),ncol=1)
} else {
tvalsB <- round(object$tvals$beta,roundto)
}
seB <- round(object$se$beta,roundto)
for (i in 1:object$r)
{
temptB <- rep("-",object$r)
seTemp <- rep("-",object$r)
if (object$case=="H_1^*(r)" || object$case=="H^*(r)")
{
i.b <- object$n-object$r+1
} else {
i.b <- object$n-object$r
}
for (j in 1:i.b)
{
seTemp <- c(seTemp,paste("(",format(round(seB[j,i],3),nsmall=3),")",sep=""))
temptB <- c(temptB,paste("[",format(round(tvalsB[j,i],2),nsmall=2),"]",sep=""))
}
BETA <- rbind(format(beta[,i],nsmall=roundto),seTemp,temptB)
BETA <- rbind(BETA,rep("",dim(BETA)[2]))
rownames(BETA) <- c(colnames(beta)[i],"(Std.Err.)","[t-Value]","")
print(as.data.frame(BETA))
}
cat("\n")
cat("Alpha:\n")
print(alpha)
cat("\n")
}
if (object$p>1)
{
Gammer <- NULL
seG <- NULL
tvalsG <- NULL
pvalsG <- NULL
cat("Gamma:\n")
for (i in 1:length(object$Gamma))
{
colnames(Gamma[[i]])[1] <- paste(" ",colnames(Gamma[[i]])[1])
Gammer <- cbind(Gammer,round(Gamma[[i]],roundto))
seG <- cbind(seG,round(object$se$Gamma[[i]],roundto))
tvalsG <- cbind(tvalsG,round(object$tvals$Gamma[[i]],roundto))
pvlasG <- cbind(pvalsG,round(object$pvals$Gamma[[i]],roundto))
}
for (i in 1:object$n)
{
seTemp <- NULL
tvalTemp <- NULL
for (j in 1:length(Gammer[i,]))
{
seTemp <- c(seTemp,paste("(",format(round(seG[i,j],3),nsmall=3),")",sep=""))
tvalTemp <- c(tvalTemp,paste("[",format(round(tvalsG[i,j],2),nsmall=2),"]",sep=""))
}
GAMMA <- rbind(format(Gammer[i,],nsmall=roundto),seTemp,tvalTemp)
rownames(GAMMA) <- c(rownames(Gammer)[i],"(Std.Err.)","[t-Value]")
print(as.data.frame(GAMMA))
}
cat("\n")
}
if (object$ex>0)
{
Psis <- NULL
sePs <- NULL
tvalsPs <- NULL
pvalsPs <- NULL
cat("Psi:\n")
for (i in 1:length(object$Psi))
{
colnames(Psi[[i]])[1] <- paste(" ",colnames(Psi[[i]])[1])
Psis <- cbind(Psis,round(Psi[[i]],roundto))
sePs <- cbind(sePs,round(object$se$Psi[[i]],roundto))
tvalsPs <- cbind(tvalsPs,round(object$tvals$Psi[[i]],roundto))
pvlasPs <- cbind(pvalsPs,round(object$pvals$Psi[[i]],roundto))
}
for (i in 1:object$n)
{
seTemp <- NULL
tvalTemp <- NULL
for (j in 1:length(Psis[i,]))
{
seTemp <- c(seTemp,paste("(",format(round(sePs[i,j],3),nsmall=3),")",sep=""))
tvalTemp <- c(tvalTemp,paste("[",format(round(tvalsPs[i,j],2),nsmall=2),"]",sep=""))
}
PSI <- rbind(format(Psis[i,],nsmall=roundto),seTemp,tvalTemp)
rownames(PSI) <- c(rownames(Psis)[i],"(Std.Err.)","[t-Value]")
print(as.data.frame(PSI))
}
cat("\n")
}
if (!is.null(object$mu0) || !is.null(object$mu1))
{
cat("Intercept (and Trend) in VECM:\n")
if (object$case=="H(r)")
{
seC <- cbind(object$se$mu0,object$se$mu1)
tvalC <- cbind(object$tvals$mu0,object$tvals$mu1)
pvalC <- cbind(object$pvals$mu0,object$pvals$mu1)
n.case <- 2
} else if (object$case=="H^*(r)" || object$case=="H_1(r)"){
seC <- cbind(object$se$mu0)
tvalC <- cbind(object$tvals$mu0)
pvalC <- cbind(object$pvals$mu0)
n.case <- 1
} else {
seC <- NULL
tvalC <- NULL
pvalC <- NULL
}
for (i in 1:object$n)
{
seTemp <- NULL
tvalTemp <- NULL
if (object$case!="H_1^*(r)")
{
for (j in 1:n.case)
{
seTemp <- c(seTemp,paste("(",format(round(seC[i,j],3),nsmall=3),")",sep=""))
tvalTemp <- c(tvalTemp,paste("[",format(round(tvalC[i,j],2),nsmall=2),"]",sep=""))
}
}
if (object$case=="H_1^*(r)" || object$case=="H^*(r)")
{
seTemp <- c(seTemp,"-")
tvalTemp <- c(tvalTemp,"-")
}
CONST <- rbind(format(const[i,],nsmall=roundto),seTemp,tvalTemp)
rownames(CONST) <- c(rownames(const)[i],"(Std.Err.)","[t-Value]")
colnames(CONST) <- paste(" ",colnames(const),sep="")
print(as.data.frame(CONST))
}
cat("\n")
}
if (!is.null(object$season))
{
cat("Seasonality:\n")
for (i in 1:object$n)
{
seTemp <- NULL
tvalTemp <- NULL
for (j in 1:(object$season-1))
{
seTemp <- c(seTemp,paste("(",format(round(object$se$season[i,j],3),nsmall=3),")",sep=""))
tvalTemp <- c(tvalTemp,paste("[",format(round(object$tvals$season[i,j],2),nsmall=2),"]",sep=""))
}
SEASON <- rbind(format(Phi[i,],nsmall=roundto),seTemp,tvalTemp)
rownames(SEASON) <- c(rownames(object$se$season)[i],"(Std.Err.)","[t-Value]")
colnames(SEASON) <- paste(" ",colnames(Phi),sep="")
print(as.data.frame(SEASON))
}
cat("\n")
}
cat("\n")
} else if (object[["type"]]=="weakly exogenous VECM") {
#--------------- WEAKLY EXOGENOUS VECM --------------
roundto <- 5
if (!(object$r==object$n))
{
alpha <- round(object$alpha,roundto)
beta <- round(object$beta,roundto)
if (object$case=="II")
{
rownames(beta) <- c(colnames(object$dat[,1:object$m]),"Const")
} else if (object$case=="IV") {
rownames(beta) <- c(colnames(object$dat[,1:object$m]),"Trend")
} else {
rownames(beta) <- colnames(object$dat[,1:object$m])
}
colnames(beta) <- paste(1:object$r,".: ",sep="")
Beta <- NULL
}
Lambda <- object$Lambda
Phi <- object$Phi
Psi <- object$Psi
const <- cbind(object$c.0,object$c.1)
nam <- vector()
if (!is.null(object$c.0)) {nam <- c(nam," Const")}
if (!is.null(object$c.1)) {nam <- c(nam,"Trend")}
if (!is.null(const))
{
const <- round(const,roundto)
colnames(const) <- nam
}
if (!is.null(object$season))
{
Phi <- round(object$Phi,roundto)
nam <- " s1"
if (object$season>1) {nam <- c(nam,paste("s",2:(object$season-1),sep=""))}
colnames(Phi) <- nam
}
cat("\nTime series information:\n")
cat("Cointegration Rank: ",object$r,
"\nLag Order of endogenous Variables: ",object$p,
"\nLag Order of weakly exogenous Variables: ",object$q,"\n")
cat("\n")
cat("Coefficients:\n")
if (!(object$r==object$n))
{
cat("Beta':\n")
if (object$r==1)
{
tvalsB <- matrix(round(object$tvals$beta,roundto),ncol=1)
} else {
tvalsB <- round(object$tvals$beta,roundto)
}
seB <- round(object$se$beta,roundto)
for (i in 1:object$r)
{
temptB <- rep("-",object$r)
seTemp <- rep("-",object$r)
if (object$case=="II" || object$case=="IV")
{
i.b <- object$m-object$ex-object$r+1
} else {
i.b <- object$m-object$ex-object$r
}
for (j in 1:i.b)
{
seTemp <- c(seTemp,paste("(",format(round(seB[j,i],3),nsmall=3),")",sep=""))
temptB <- c(temptB,paste("[",format(round(tvalsB[j,i],2),nsmall=2),"]",sep=""))
}
BETA <- rbind(format(beta[,i],nsmall=roundto),seTemp,temptB)
rownames(BETA) <- c(colnames(beta)[i],"(Std.Err.)","[t-Value]")
print(as.data.frame(BETA))
cat("\n")
}
# cat("\n")
cat("Alpha:\n")
colnames(alpha)[1] <- paste(" ",colnames(alpha)[1])
print(alpha)
cat("\n")
}
cat("Lambda:\n")
colnames(Lambda)[1] <- paste(" ",colnames(Lambda)[1])
seL <- round(object$se$Lambda,roundto)
tvalsL <- round(object$tvals$Lambda,roundto)
pvalsL <- round(object$pvals$Lambda,roundto)
for (i in 1:object$n)
{
seTemp <- NULL
tvalTemp <- NULL
for (j in 1:(dim(object$dat)[2]-object$n))
{
seTemp <- c(seTemp,paste("(",format(round(seL[i,j],3),nsmall=3),")",sep=""))
tvalTemp <- c(tvalTemp,paste("[",format(round(tvalsL[i,j],2),nsmall=2),"]",sep=""))
}
LAMBDA <- rbind(format(round(Lambda[i,],roundto),nsmall=roundto),seTemp,tvalTemp)
rownames(LAMBDA) <- c(rownames(Lambda)[i],"(Std.Err.)","[t-Value]")
if (dim(Lambda)[2]<2){colnames(LAMBDA) <- colnames(Lambda)}
print(as.data.frame(LAMBDA))
}
cat("\n")
if (object$p>1)
{
tempPhi <- NULL
sePh <- NULL
tvalsPh <- NULL
pvalsPh <- NULL
cat("Phi:\n")
for (i in 1:length(object$Phi))
{
colnames(Phi[[i]])[1] <- paste(" ",colnames(Phi[[i]])[1])
tempPhi <- cbind(tempPhi,round(Phi[[i]],roundto))
sePh <- cbind(sePh,round(object$se$Phi[[i]],roundto))
tvalsPh <- cbind(tvalsPh,round(object$tvals$Phi[[i]],roundto))
pvlasPh <- cbind(pvalsPh,round(object$pvals$Phi[[i]],roundto))
}
for (i in 1:object$n)
{
seTemp <- NULL
tvalTemp <- NULL
for (j in 1:length(tempPhi[i,]))
{
seTemp <- c(seTemp,paste("(",format(round(sePh[i,j],3),nsmall=3),")",sep=""))
tvalTemp <- c(tvalTemp,paste("[",format(round(tvalsPh[i,j],2),nsmall=2),"]",sep=""))
}
PHI <- rbind(format(tempPhi[i,],nsmall=roundto),seTemp,tvalTemp)
rownames(PHI) <- c(rownames(tempPhi)[i],"(Std.Err.)","[t-Value]")
print(as.data.frame(PHI))
}
cat("\n")
}
if ((object$q>1) || (object$lex>1))
{
tempPsi <- NULL
sePs <- NULL
tvalsPs <- NULL
pvalsPs <- NULL
cat("Psi:\n")
for (i in 1:length(object$Psi))
{
colnames(Psi[[i]])[1] <- paste(" ",colnames(Psi[[i]])[1])
tempPsi <- cbind(tempPsi,round(Psi[[i]],roundto))
sePs <- cbind(sePs,round(object$se$Psi[[i]],roundto))
tvalsPs <- cbind(tvalsPs,round(object$tvals$Psi[[i]],roundto))
pvlasPs <- cbind(pvalsPs,round(object$pvals$Psi[[i]],roundto))
}
for (i in 1:object$n)
{
seTemp <- NULL
tvalTemp <- NULL
for (j in 1:length(tempPsi[i,]))
{
seTemp <- c(seTemp,paste("(",format(round(sePs[i,j],3),nsmall=3),")",sep=""))
tvalTemp <- c(tvalTemp,paste("[",format(round(tvalsPs[i,j],2),nsmall=2),"]",sep=""))
}
PSI <- rbind(format(tempPsi[i,],nsmall=roundto),seTemp,tvalTemp)
rownames(PSI) <- c(rownames(tempPsi)[i],"(Std.Err.)","[t-Value]")
if (dim(Psi[[1]])[2]<2){colnames(PSI) <- colnames(Psi[[1]])}
print(as.data.frame(PSI))
}
cat("\n")
}
if (!is.null(object$c.0) || !is.null(object$c.1))
{
cat("Intercept (and Trend) in VECM:\n")
if (object$case=="V")
{
seC <- cbind(object$se$c.0,object$se$c.1)
tvalC <- cbind(object$tvals$c.0,object$tvals$c.1)
pvalC <- cbind(object$pvals$c.0,object$pvals$c.1)
n.case <- 2
} else if (object$case=="IV" || object$case=="III"){
seC <- cbind(object$se$c.0)
tvalC <- cbind(object$tvals$c.0)
pvalC <- cbind(object$pvals$c.0)
n.case <- 1
} else {
seC <- NULL
tvalC <- NULL
pvalC <- NULL
}
for (i in 1:object$n)
{
seTemp <- NULL
tvalTemp <- NULL
if (object$case!="II")
{
for (j in 1:n.case)
{
seTemp <- c(seTemp,paste("(",format(round(seC[i,j],3),nsmall=3),")",sep=""))
tvalTemp <- c(tvalTemp,paste("[",format(round(tvalC[i,j],2),nsmall=2),"]",sep=""))
}
}
if (object$case=="II" || object$case=="IV")
{
seTemp <- c(seTemp,"-")
tvalTemp <- c(tvalTemp,"-")
}
CONST <- rbind(format(const[i,],nsmall=roundto),seTemp,tvalTemp)
rownames(CONST) <- c(rownames(const)[i],"(Std.Err.)","[t-Value]")
colnames(CONST) <- paste(" ",colnames(const),sep="")
print(as.data.frame(CONST))
}
cat("\n")
}
}
}
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