1## 2## Setting methods for classes 3## 4show.urca <- function(object){ 5 title <- paste("#", object@test.name, "Unit Root / Cointegration Test #", sep=" ") 6 row <- paste(rep("#", nchar(title)), collapse="") 7 cat("\n") 8 cat(row, "\n") 9 cat(title, "\n") 10 cat(row, "\n") 11 cat("\n") 12 cat("The value of the test statistic is:", round(object@teststat, 4), "\n") 13 cat('\n') 14} 15 16setMethod("show", "ur.kpss", show.urca) 17setMethod("show", "ca.jo", show.urca) 18setMethod("show", "cajo.test", show.urca) 19setMethod("show", "ca.po", show.urca) 20setMethod("show", "ur.pp", show.urca) 21setMethod("show", "ur.df", show.urca) 22setMethod("show", "ur.sp", show.urca) 23setMethod("show", "ur.za", show.urca) 24setMethod("show", "ur.ers", show.urca) 25 26setMethod("show", "sumurca", function(object){ 27 if(object@classname=="ur.za"){ 28 title <- paste("#", object@test.name, "Unit Root Test #", sep=" ") 29 row <- paste(rep("#", nchar(title)), collapse="") 30 cat("\n") 31 cat(row, "\n") 32 cat(title, "\n") 33 cat(row, "\n") 34 cat("\n") 35 print(summary(object@testreg)) 36 cat('\n') 37 cat('Teststatistic:', round(object@teststat, 4), '\n') 38 cat('Critical values: 0.01=', object@cval[1], '0.05=', object@cval[2], '0.1=', object@cval[3], '\n') 39 cat('\n') 40 cat('Potential break point at position:', object@bpoint, '\n') 41 cat('\n') 42 invisible(object) 43 }else if(object@classname=="ur.sp"){ 44 title <- paste("#", object@test.name, "Unit Root Test #", sep=" ") 45 row <- paste(rep("#", nchar(title)), collapse="") 46 cat("\n") 47 cat(row, "\n") 48 cat(title, "\n") 49 cat(row, "\n") 50 cat("\n") 51 print(object@testreg) 52 cat('\n') 53 cat('Value of test-statistic is:', round(object@teststat, 4), '\n') 54 cat('Critical value for a significance level of', object@signif, '\n') 55 cat('is:', object@cval, '\n') 56 cat('\n') 57 invisible(object) 58 }else if(object@classname=="ur.pp"){ 59 title <- paste("#", object@test.name, "Unit Root Test #", sep=" ") 60 row <- paste(rep("#", nchar(title)), collapse="") 61 cat("\n") 62 cat(row, "\n") 63 cat(title, "\n") 64 cat(row, "\n") 65 cat("\n") 66 cat('Test regression', object@model, '\n') 67 cat('\n') 68 print(object@testreg) 69 cat('\n') 70 cat('Value of test-statistic, type:', object@type,' is:', round(object@teststat, 4), '\n') 71 cat('\n') 72 print(object@auxstat) 73 cat('\n') 74 if(identical(object@type, "Z-tau")){ 75 cat('Critical values for Z statistics: \n') 76 print(object@cval) 77 cat('\n') 78 } 79 invisible(object) 80 }else if(object@classname=="ur.df"){ 81 title <- paste("#", object@test.name, "Unit Root Test #", sep=" ") 82 row <- paste(rep("#", nchar(title)), collapse="") 83 cat("\n") 84 cat(row, "\n") 85 cat(title, "\n") 86 cat(row, "\n") 87 cat("\n") 88 cat('Test regression', object@model, '\n') 89 cat('\n') 90 print(object@testreg) 91 cat('\n') 92 cat('Value of test-statistic is:', round(object@teststat, 4), '\n') 93 cat('\n') 94 cat('Critical values for test statistics: \n') 95 print(object@cval) 96 cat('\n') 97 invisible(object) 98 }else if(object@classname=="ca.po"){ 99 title <- paste("#", object@test.name, "Unit Root Test #", sep=" ") 100 row <- paste(rep("#", nchar(title)), collapse="") 101 cat("\n") 102 cat(row, "\n") 103 cat(title, "\n") 104 cat(row, "\n") 105 cat("\n") 106 cat("Test of type", object@type, "\ndetrending of series", object@model, "\n") 107 cat("\n") 108 print(object@testreg) 109 cat('\n') 110 cat('Value of test-statistic is:', round(object@teststat, 4), '\n') 111 cat('\n') 112 cat('Critical values of', object@type, "are:\n") 113 print(object@cval) 114 cat('\n') 115 invisible(object) 116 }else if(object@classname=="ur.kpss"){ 117 title <- paste("#", object@test.name, "Unit Root Test #", sep=" ") 118 row <- paste(rep("#", nchar(title)), collapse="") 119 cat("\n") 120 cat(row, "\n") 121 cat(title, "\n") 122 cat(row, "\n") 123 cat("\n") 124 cat('Test is of type:', object@type, 'with', object@lag, 'lags. \n') 125 cat('\n') 126 cat('Value of test-statistic is:', round(object@teststat, 4), '\n') 127 cat('\n') 128 cat('Critical value for a significance level of: \n') 129 print(object@cval) 130 cat('\n') 131 invisible(object) 132 }else if(object@classname=="cajo.test"){ 133 title <- paste("#", object@test.name, "#", sep=" ") 134 row <- paste(rep("#", nchar(title)), collapse="") 135 cat("\n") 136 cat(row, "\n") 137 cat(title, "\n") 138 cat(row, "\n") 139 cat("\n") 140 cat(object@type, "\n") 141 cat("\n") 142 cat("The VECM has been estimated subject to: \n") 143 cat("beta=H*phi and/or alpha=A*psi\n") 144 if(!is.null(object@H)){ 145 cat("\n") 146 print(object@H) 147 cat("\n") 148 } 149 if(!is.null(object@A)){ 150 cat("\n") 151 print(object@A) 152 cat("\n") 153 } 154 cat("Eigenvalues of restricted VAR (lambda):\n") 155 print(round(object@lambda, 4)) 156 cat('\n') 157 cat("The value of the likelihood ratio test statistic:\n") 158 cat(round(object@teststat, 2), "distributed as chi square with", object@pval[2], "df.\n") 159 cat("The p-value of the test statistic is:", round(object@pval[1], 2), "\n") 160 cat("\n") 161 cat("Eigenvectors, normalised to first column\n") 162 cat("of the restricted VAR:\n") 163 cat("\n") 164 print(round(object@V, 4)) 165 cat("\n") 166 cat("Weights W of the restricted VAR:\n") 167 cat("\n") 168 print(round(object@W, 4)) 169 cat("\n") 170 invisible(object) 171 }else if(object@classname=="ca.jo"){ 172 title <- paste("#", object@test.name, "#", sep=" ") 173 row <- paste(rep("#", nchar(title)), collapse="") 174 cat("\n") 175 cat(row, "\n") 176 cat(title, "\n") 177 cat(row, "\n") 178 cat("\n") 179 cat("Test type:", object@type, ",", object@model, "\n") 180 cat("\n") 181 cat("Eigenvalues (lambda):\n") 182 print(object@lambda) 183 cat('\n') 184 if(!(is.null(object@cval))){ 185 res1 <- as.matrix(round(object@teststat, 2)) 186 colnames(res1) <- "test" 187 result <- cbind(res1, object@cval) 188 cat("Values of teststatistic and critical values of test:\n") 189 cat("\n") 190 print(result) 191 cat("\n") 192 }else{ 193 cat("Values of test statistic\n") 194 cat("\n") 195 result <- as.matrix(object@teststat) 196 rownames(result) <- c(paste("r <= ", (object@P-1):1, " |",sep=""), "r = 0 |") 197 print(result) 198 cat("\n") 199 invisible(object) 200 } 201 cat("Eigenvectors, normalised to first column:\n") 202 cat("(These are the cointegration relations)\n") 203 cat("\n") 204 print(object@V) 205 cat("\n") 206 cat("Weights W:\n") 207 cat("(This is the loading matrix)\n") 208 cat("\n") 209 print(object@W) 210 cat("\n") 211 invisible(object) 212 }else if(object@classname=="ur.ers"){ 213 title <- paste("#", object@test.name, "Unit Root Test #", sep=" ") 214 row <- paste(rep("#", nchar(title)), collapse="") 215 cat("\n") 216 cat(row, "\n") 217 cat(title, "\n") 218 cat(row, "\n") 219 cat("\n") 220 cat("Test of type", object@type, "\ndetrending of series", object@model, "\n") 221 cat("\n") 222 if(!is.null(object@testreg)){ 223 print(object@testreg) 224 cat('\n') 225 } 226 cat('Value of test-statistic is:', round(object@teststat, 4), '\n') 227 cat('\n') 228 cat('Critical values of', object@type, "are:\n") 229 print(object@cval) 230 cat('\n') 231 invisible(object) 232 } 233}) 234