print.bgvar {BGVAR}R Documentation

Summary function.

Description

A function to generate summary output for a bgvar object.

Usage

print.bgvar(gvar.obj)

Arguments

gvar.obj

An objected fitted by bgvar.

Value

Model Info

Prints output regarding the prior, posterior draws, size of the gvar.object and trimming info to the console

Residual autocorrelation

Prints summary statistics for an F-test on first order serial autocorrelation of the country models' residuals to the console. The test can be invoked by using resid.corr.test. The summary statistics show how the distribution of the p-values.

Average pairwise cross-country correlation

Prints summary statistics about average pairwise cross-country correlations of the country models' residuals per variable. The output can be constructed by invoking the command avg.pair.cc. Summary statistics show the number of pairs that are weakly (<0.1) to strongly (0.5) correlated in absolute terms.

Author(s)

Martin Feldkircher

See Also

See also avg.pair.cc, resid.corr.test.

Examples

library(BGVAR)
data(monthlyData)
model.sims<-bgvar(Data=new.data,W=W,saves=100,burns=100,plag=1,hyperparm=NULL,Cpu=1,prior="SIMS",save_thin=1,eigen=TRUE,logfile=FALSE,stats=TRUE)
print.bgvar(model.sims)

[Package BGVAR version 1.1.3 Index]