fDMA (version 2.2.8)

summary.tvp: Summarizes Outcomes from tvp Object.

Description

The function summarizes selected outcomes obtained from tvp.

Usage

# S3 method for tvp
summary(object, ...)

Value

Called for printing.

Arguments

object

an object of tvp class

...

not used

Details

The function produces the outcomes as tvp.

Examples

wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- drivers[-1,]
ld.drivers[,c(4,6)] <- (diff(drivers[,c(4,6)]))[-1,]
ld.drivers[,c(1:2,5,7)] <- (diff(log(drivers[,c(1:2,5,7)])))[-1,]
ld.drivers[,c(3,6)] <- ld.drivers[,c(3,6)]/100
tvp <- tvp(y=ld.wti,x=ld.drivers,V=1,lambda=0.99)
summary(tvp)