print.fars

Prints a short summary of the fars object.

Provides a comprehensive framework in R for modeling and forecasting economic scenarios based on multi-level dynamic factor model. The package enables users to: (i) extract global and group-specific factors using a flexible multi-level factor structure; (ii) compute asymptotically valid confidence regions for the estimated factors, accounting for uncertainty in the factor loadings; (iii) obtain estimates of the parameters of the factor-augmented quantile regressions together with their standard deviations; (iv) recover full predictive conditional densities from estimated quantiles; (v) obtain risk measures based on extreme quantiles of the conditional densities; (vi) estimate the conditional density and the corresponding extreme quantiles when the factors are stressed.

Gian Pietro Bellocca

FARS

Factor-Augmented Regression Scenarios

Ignacio Garrón

Vladimir Rodríguez-Caballero

Esther Ruiz

print.fars function

<dl><dt>x</dt>
<dd>An object of class <code>fars</code>.</dd>
<dt>...</dt>
<dd>Additional arguments (ignored).</dd></dl>

Arguments

Print Method for fars Object — print.fars

<dl>

<dt>x</dt>
<dd>An object of class <code>fars</code>.</dd>


<dt>...</dt>
<dd>Additional arguments (ignored).</dd>

</dl>

print.fars: Print Method for `fars` Object

Description

Usage

Value

Arguments