fDMA (version 2.2.7)

print.tvp: Prints tvp Object.

Description

The function prints selected outcomes obtained from tvp.

Usage

# S3 method for tvp
print(x, ...)

Value

Called for printing.

Arguments

x

an object of tvp class

...

not used

Details

The function prints mean regression coefficients from the analyzed period, Root Mean Squared Error (RMSE) and Mean Absolute Error (MAE) from the estimated model.

Examples

wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- (diff(log(drivers)))[-1,]
tvp <- tvp(y=ld.wti,x=ld.drivers,V=1,lambda=0.99)
print(tvp)