gmvarkit (version 1.4.1)

print.gmvarpred: Print method for class 'gmvarpred' objects

Description

print.gmvarpred is a print method for object generated by predict.gmvar.

Usage

# S3 method for gmvarpred
print(x, ..., digits = 2)

Arguments

x

object of class 'gmvarpred' generated by predict.gmvar.

...

currently not used.

digits

the number of decimals to print

Examples

# NOT RUN {
# This example uses the data 'eurusd' which comes with the
# package, but in a scaled form.
data <- cbind(10*eurusd[,1], 100*eurusd[,2])
colnames(data) <- colnames(eurusd)

# GMVAR(2,2), d=2 model
params222 <- c(-11.904, 154.684, 1.314, 0.145, 0.094, 1.292, -0.389,
 -0.070, -0.109, -0.281, 0.920, -0.025, 4.839, 11.633, 124.983, 1.248,
  0.077, -0.040, 1.266, -0.272, -0.074, 0.034, -0.313, 5.855, 3.570,
  9.838, 0.740)
mod222 <- GMVAR(data, p=2, M=2, params=params222, parametrization="mean")
pred222 <- predict(mod222, n_ahead=3, plot_res=FALSE)
print(pred222)
print(pred222, digits=3)
# }