fitted.systemfit: Fitted values

In systemfit: Estimating Systems of Simultaneous Equations

Fitted values

Description

These functions extract the fitted values from an object returned by systemfit.

Usage

   ## S3 method for class 'systemfit'
fitted( object, ... )

   ## S3 method for class 'systemfit.equation'
fitted( object, na.rm = FALSE, ... )

Arguments

object	an object of class systemfit or systemfit.equation.
na.rm	a logical value indicating whether NA values (corresponding to observations that were not included in the estimation) should be removed from the vector of fitted values before it is returned.
...	other arguments.

Value

fitted.systemfit returns a data.frame of all fitted values, where each column contains the fitted values of one equation.

fitted.systemfit.equation returns a vector of the fitted values of a single equation.

Author(s)

Arne Henningsen [e-mail]

See Also

systemfit, fitted

Examples

data( "Kmenta" )
eqDemand <- consump ~ price + income
eqSupply <- consump ~ price + farmPrice + trend
system <- list( demand = eqDemand, supply = eqSupply )

## perform OLS on each of the equations in the system
fitols <- systemfit( system, data = Kmenta )

## all fitted values
fitted( fitols )

## fitted values of the first equation
fitted( fitols$eq[[1]] )

## fitted values of the second equation
fitted( fitols$eq[[2]] )

systemfit documentation built on March 31, 2023, 3:07 p.m.