[Vars-commits] r54 - in pkg: . R inst
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Aug 4 22:51:21 CEST 2009
Author: bpfaff
Date: 2009-08-04 22:51:20 +0200 (Tue, 04 Aug 2009)
New Revision: 54
Modified:
pkg/DESCRIPTION
pkg/R/predict.vec2var.R
pkg/inst/ChangeLog
Log:
Fixed bug in predict.vec2var.R See ChangeLog for more information.
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2009-06-24 20:54:59 UTC (rev 53)
+++ pkg/DESCRIPTION 2009-08-04 20:51:20 UTC (rev 54)
@@ -2,7 +2,7 @@
Type: Package
Title: VAR Modelling
Version: 1.4-6
-Date: 2009-06-24
+Date: 2009-08-04
Author: Bernhard Pfaff
Maintainer: Bernhard Pfaff <bernhard at pfaffikus.de>
Depends: R (>= 2.0.0), MASS, strucchange, urca (>= 1.1-6)
Modified: pkg/R/predict.vec2var.R
===================================================================
--- pkg/R/predict.vec2var.R 2009-06-24 20:54:59 UTC (rev 53)
+++ pkg/R/predict.vec2var.R 2009-08-04 20:51:20 UTC (rev 54)
@@ -16,7 +16,7 @@
Zdet <- matrix(rep(1, n.ahead), nrow = n.ahead, ncol = 1)
rownames(Zdet) <- seq(nrow(data.all) + 1, length = n.ahead)
if(eval(object$vecm at ecdet) == "trend"){
- trendf <- seq(obs + p + 1 , length = n.ahead)
+ trendf <- seq(obs + p, length = n.ahead)
Zdet <- cbind(Zdet, trendf)
}
if(!is.null(eval(object$vecm at season))){
Modified: pkg/inst/ChangeLog
===================================================================
--- pkg/inst/ChangeLog 2009-06-24 20:54:59 UTC (rev 53)
+++ pkg/inst/ChangeLog 2009-08-04 20:51:20 UTC (rev 54)
@@ -1,491 +1,472 @@
-2009-05-04 Dr. Bernhard Pfaff <bp at callisto>
-
- * inst/book-ex/Rcode-1-3.R: Changed start year for unemployment rate.
+2009-08-04 Dr. Bernhard Pfaff <bp at callisto>
-2009-05-04 Dr. Bernhard Pfaff <bp at callisto>
-
- * R/restrict.R ("manual"): Fixed bug (coercing lhs to data frame).
-
-2009-04-29 Dr. Bernhard Pfaff <bp at callisto>
-
- * R/stability.R ("stability"): Fixed bug (extracting formula from
- lm object).
-
-2009-01-22 Dr. Bernhard Pfaff <bp at callisto>
-
- * R/VAR.R: Fixed bug, season is directly evaluated and replaced in
- match.call().
-
-
-2009-01-09 Dr. Bernhard Pfaff <bp at callisto>
-
- * man/SVAR.Rd: Fixed warning on htest.
- * man/SVEC.Rd: Fixed warning on htest.
-
-2008-12-14 Dr. Bernhard Pfaff <bp at callisto>
-
- * R/plot.varest.R (plotest): Fixed bug, in for loop names[i] in [ used.
-
-2008-11-27 Dr. Bernhard Pfaff <bp at callisto>
-
- * book-ex/Rcode-4-2.R: Fixed bug in example: error[-c(1, 100)],
- formerly error[-c(99, 100)]
- * R/VAR.R ("VAR"): In lm object attribute "intercept" set to 1 if
- type = "const" or type = "both" to fix an improper F-test calculation.
-
-2008-06-30 Dr. Bernhard Pfaff <bp at callisto>
-
- * inst/CITATION: Added citation file.
- * inst/book-ex: Added Rcode examples pf second edition.
- * inst/doc/vars.Rnw: Added vignette to package (JSS-article):
-
-2008-05-08 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/internal.R (".boot"): eval.parent() inserted for retrieving
- objects with class attributes 'varest' or 'svarest'.
-
-2008-02-12 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/plot.varirf.R ("plot.varirf"): Enhanced plot-method for varirf.
-
-2008-02-06 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/logLik.svecest.R: Added logLik-method for objects of class "svecest".
- * R/summary.svecest.R ("summary.svecest"): Summary-method added
- for objects of class "svecest".
- * R/print.svecsum.R ("print.svecsum"): Print-method for objects of
- class "svecsum" added.
-
-
-2008-02-05 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/print.svarest.R ("print.svarest"): Changed header appearance of
- print-method to print.svarsum.
- * R/SVAR.R ("SVAR"): Included stop() if free parameters are in
- Amat and Bmat for AB-models.
- * R/print.varest.R ("print.varest"): Changed header appearance of
- print-method to print.svarest.
- * R/print.svecest.R ("print.svecest"): Changed header appearance of
- print-method to print.svarest.
- * R/logLik.svarest.R (logLik.svarest): Replaced ML-estimator for
- Sigma with unbiased estimator.
- * R/logLik.varest.R (logLik.varest): Replaced ML-estimator for
- Sigma with unbiased estimator.
- * R/SVAR.R (logLc): Normalization of sign for Amat and Bmat
- implemented, if applicable.
-
-
-2008-02-04 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/SVAR.R ("SVAR"): Changed to same Amat/Bmat arguments for
- method "scoring" and "logLik". The latter is now termed "direct".
- * R/summary.svarsum.R ("summary.svarest"): Summary-method for
- objects with class attribute 'svarest' included.
- * R/print.svarsum.R ("print.svarsum"): Print-method added for
- objects with class attribute 'svarsum'.
-
-
-2008-01-31 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/print.varest.R ("print.varest"): Altered print-method for
- objects of class 'varest'.
- * R/summary.varest.R ("summary.varest"): Enhanced
- summary.varest-method.
- * R/print.varsum.R: Enhanced print.varsum-method.
-
-2007-01-30 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/stability.R ("stability"): Changed default test to "OLS-CUSUM".
- * R/A.R (A): Function 'A' is deprecated and a synonym is 'Acoef'.
- * R/arch.R (arch): Function 'arch' is deprecated and a synonym is 'arch.test'.
- * R/B.R (B): Function 'B' is deprecated and a synonym is 'Bcoef'.
- * R/logLik.svarest.R (logLik.svarest): Bug fixed in computation of log-Likelihood.
- * R/normality.R (normality): Function 'normality' is deprecated and a synonym is 'normality.test'.
- * R/plot.varest.R ("plot.varest"): Adjusted plot (same x-axis for
- diagram of fit and residuals and dropped 'main.resid').
- * R/serial.R (serial): Function 'serial' is deprecated and a
- synonym is 'serial.test'.
- * inst/doc/: Removed temporarily vignette from package.
- * man/Canada.Rd: Changed data.frame 'Canada' to 'mts' object.
-
-2007-11-08 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * doc/vars.Rnw: Dropped void argument 'ctable' in R chunk.
-
-2007-10-31 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/irf.vec2var.R ("irf.vec2var"): Inserted names for Lower and Upper.
- * R/irf.svecest.R: Inserted names for Lower and Upper.
- * R/internal.R (.bootirfvec2var): Assigning list elements of Lower
- and Upper in loop.
- * R/internal.R (.bootirfsvec): Assigning list elements of Lower
- and Upper in loop.
-
-2007-10-30 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/internal.R (.bootsvec): Adjusted for new argument 'ecdet' in ca.jo().
- * R/internal.R (.bootirfsvec): Adjusted for new argument 'ecdet' in ca.jo().
- * R/internal.R (.bootirfvec2var): Adjusted for new argument 'ecdet' in ca.jo().
- * R/predict.vec2var.R ("predict.vec2var"): Adjusted for new argument 'ecdet' in ca.jo().
- * man/vec2var.Rd (examples): Adjusted for new argument 'ecdet' in ca.jo().
-
-2007-10-29 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/vec2var.R: Adjusted for new argument 'ecdet' in ca.jo().
-
-2007-10-10 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/SVEC.R ("SVEC"): Changed Null(t(alpha)) for r = 1.
-
-2007-08-21 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/restrict.R ("restrict"): Fixed buglet: if all rhs-variables
- are significant.
- * R/causality.R ("causality"): Fixed buglet: duplication of y.names
- for matching set to p.
- * R/SVAR.R ("SVAR"): Fixed buglet: In call to SVAR2 max.iter =
- max.iter.
-
-2007-08-17 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/restrict.R ("restrict"): Inserted stop() in ser() if no
- significant regressors are remaining.
-
-2007-08-15 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/SVAR2.R: Deprecated, SVAR estimation is now included in
- function SVAR as default.
- * R/SVAR.R ("SVAR"): Included argument estmethod = c("scoring",
- "logLik") and the non-overlapping arguments formerly SVAR2. The
- function SVAR is now a wrapper to the formerly SVAR and SVAR2
- functions, which are renamed to .SVAR1 and .SVAR2, respectively.
-
-2007-08-14 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/arch.R ("arch"): Argument multivariate.only = TRUE inserted.
- * R/normality.R ("normality"): Argument multivariate.only = TRUE inserted.
- * R/serial.R: Argument type = c("PT.asymptotic", "PT.adjusted", "BG", "ES") inserted.
-
-2007-08-09 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/plot.varirf.R ("plot.varirf"): Plot method for objects of class
- varirf enhanced.
- * R/plot.varstabil.R ("plot.varstabil"): Plot method for objects of class
- varstabil enhanced.
- * R/fanchart.R ("fanchart"): Function enhancement for single
- variable plotting and customisation of graphs.
-
-2007-08-08 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/plot.varfevd.R: Plot method for objects of class
- varfevd enhanced.
- * R/plot.varest.R: Plot method for objects of class
- varest enhanced.
- * R/plot.vec2var.R: Plot method for objects of class
- vec2var enhanced.
- * R/plot.varcheck.R ("plot.varcheck"): Plot method for objects of class
- varcheck enhanced.
-
-2007-08-07 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/plot.varprd.R (plot.varprd): Plot method for objects of class
- varprd enhanced.
-
-2007-08-06 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/predict.varest.R ("predict.varest"): Season > n.ahead: coerced
- seasonal to as.matrix.
-
-2007-07-26 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * man/plot.Rd: Summarised documentation for various plot methods
- in one file.
-
-2007-07-25 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/VAR.R ("VAR"): Included automatic lag length selection by an
- information criteria.
-
-2007-07-24 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/fanchart.R: Adjusted for exogenous variables.
- * R/predict.varest.R: Included list element exo.fcst.
- * R/predict.vec2var.R ("predict.vec2var"): Included list element exo.fcst.
- * R/logLik.svarest.R (logLik.svarest): Log-Likelihood-method for
- SVAR models included.
- * R/logLik.varest.R (logLik.varest): Log-Likelihood-method for
- VAR models included.
- * R/logLik.vec2var.R (logLik.vec2var): Log-Likelihood-method for
- level VECM models included.
-
-2007-07-23 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/VARselect.R: Included deterministic variables in penalty term.
- * R/VARselect.R ("VARselect"): Started trend at lag.max + 1.
- * R/predict.varest.R: Changed start value of trend for type = trend.
- * R/predict.varest.R ("predict.varest"): Fixed for season only.
- * R/predict.varest.R ("predict.varest"): Started trend at nrow(Z)
- + 1 + p.
- * R/predict.varest.R: Fixed for exogenous variables, only.
- * R/VAR.R: Started trend at p + 1.
-
-2007-07-20 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/internal.R: Replaced x$resid and VAR$resid with resid(x) and
- resid(VAR), respectively.
- * R/VAR.R ("VAR"): Removed resid from 'varest'.
- * R/restrict.R: Removed x$resid.
- * R/internal.R (".boot"): Pre-allocated elements of 'BOOT'.
-
-2007-07-19 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/internal.R (".boot"): Adjusted for seasonal and exoegnous
- variables.
- * R/VARselect.R ("VARselect"): Adjusted for seasonal and exogenous
- variables.
- * R/arch.R ("arch"): Replaced x$resid with resid(x).
- * R/BQ.R ("BQ"): Replaced x$resid with resid(x).
- * R/causality.R ("causality"): Replaced x$resid with resid(x).
- * R/residuals.vec2var.R ("residuals.vec2var"): residuals-method
- for vec2var.
- * R/fitted.vec2var.R ("fitted.vec2var"): fitted-method for vec2var.
- * R/plot.vec2var.R (plot.vec2var): plot-method for vec2var.
- * R/plot.varest.R ("plot.varest"): Use of methods resid and fitted.
- * R/Psi.varest.R ("Psi.varest"): Replaced x$resid with resid(x).
- * R/Psi.vec2var.R ("Psi.vec2var"): Replaced x$resid with resid(x).
- * R/serial.R ("serial"): Replaced x$resid with resid(x).
- * R/SVAR2.R ("SVAR2"): Replaced x$resid with resid(x).
- * R/SVAR.R ("SVAR"): Replaced x$resid with resid(x).
-
-2007-07-18 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/VAR.R: Inserted centered seasonal dummy variable and exogenous
- variables in function's argument.
- * R/internal.R: Replaced "Chi^2" with "Chi-squared" in names(STATISTIC)
- * R/coef.varest.R ("coef.varest"): Changed coef-method such that a
- list of summary coeffecients is returned.
- * R/A.R ("A"): Adjusted for seasonal dummies and exogenous variables.
- * R/plot.varprd.R ("plot.varprd"): Changed color "green" to "blue"
- for better visibility.
- * R/predict.varest.R ("predict.varest"): Adjusted predict method
- for centered seasonal dummies and exogenous variables.
- * R/plot.varcheck.R ("plot.varcheck"): on.exit(par(op)) and
- par(ask = TRUE) included.
- * R/plot.varest.R ("plot.varest"): on.exit(par(op)) and
- par(ask = TRUE) included.
- * R/plot.varfevd.R ("plot.varfevd"): on.exit(par(op)) and
- par(ask = TRUE) included.
- * R/plot.varirf.R ("plot.varirf"): on.exit(par(op)) and
- par(ask = TRUE) included.
- * R/plot.varprd.R ("plot.varprd"): on.exit(par(op)) and
- par(ask = TRUE) included.
- * R/plot.varstabil.R ("plot.varstabil"): on.exit(par(op)) and
- par(ask = TRUE) included.
- * R/fanchart.R ("fanchart"): Changed from heat to gray color
- palette and par(ask = TRUE) and on.exit(par(op)) included.
- * R/causality.R ("causality"): Changed "Chi^2" to
- "Chi-squared". Adjusted for seasonal and exogenous variables.
-
-2007-07-17 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * NAMESPACE: Removed predict. Included fitted.varest, coef.varest
- and residuals.varest as S3-methods.
- * R/fitted.varest.R ("fitted.varest"): fitted-method applied to
- varresult list element implemented.
- * R/coef.varest.R ("coef.varest"): coefficient-method applied to
- varresult list element implemented.
- * R/residuals.varest.R ("residuals.varest"): residuals-method
- applied to varresult list element implemented.
-
-2007-07-13 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/plot.varirf.R ("plot.varirf"): x$model for SVECM included in
- if-else clause.
- * R/predict.R: Removed predict-function.
- * R/predict.varest.R ("predict.varest"): Changed argument 'x' to
- 'object'.
- * R/predict.vec2var.R ("predict.vec2var"): Changed argument 'x' to
- 'object'.
- * man/predict.Rd: Replaced argument 'x' with 'object'.
- * man/irf.Rd (cumulative): Fixed default value to FALSE.
-
-2007-06-20 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/causality.R ("causality"): Changed wording in METHOD for
- Granger causality.
- * R/plot.***.R and fanchart(): op <- par(no.readonly = TRUE) and
- par(op) inserted
-
-2007-06-12 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * man/plot.varprd.Rd: \encoding{latin1} inserted.
- * man/roots.Rd: \encoding{latin1} inserted.
-
-2007-05-21 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/irf.vec2var.R: Bootstrapped CI implemented.
- * R/irf.svecest.R: Bootstrapped CI implemented.
- * R/vec2var.R: Use of z at season for obtaining seasonality, instead
- of call.
- * R/SVEC.R ("SVEC"): 'LRorig', 'SRorig' and 'r' included in returned
- list object.
- * R/Phi.svecest.R ("Phi.svecest"): Changed call to vec2var:
- varlevel <- vec2var(x$var, r = x$r)
- * R/predict.vec2var.R: if-clause changed in season and dumvar checking.
-
-
-2007-05-18 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/VAR.R: Checking for correctness of y inserted.
- * R/Phi.svecest.R: Phi-method for svecest implemented.
- * R/fevd.svecest.R: FEVD method for svecest implemented.
- * R/irf.svecest.R: IRF method for svecest implemented (no boot).
-
-2007-05-16 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/SVEC.R: Bootstrap standard errors included.
- * R/print.svecest.R: Print-method adjusted.
- * R/print.svarest.R: Modified for conditional print.
-
-2007-05-11 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/SVAR2.R ("SVAR2"): SVAR estimation with scoring algorithm.
-
-2007-04-26 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * doc/vars.Rnw (section{VECM to VAR}): Vignette has been amended for
- (vec2var()).
-
-2007-03-29 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * man/fanchart.Rd: Adjusted for 'vec2var' and links.
- * man/predict.Rd: Adjusted for 'vec2var' and links.
- * man/vec2var.Rd: Links inserted.
- * man/arch.Rd: Links adjusted.
- * man/serial.Rd: Links adjusted.
- * man/normality.Rd: Links adjusted.
- * man/VAR.Rd: Links adjusted.
-
-2007-03-26 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/vec2var.R: Function for converting VECM (objects belonging to
- formal class ca.jo) to VAR inserted. Added to NAMESPACE.
- * R/Phi.vec2var.R: Method 'Phi' for 'vec2var' objects.
- * R/Psi.vec2var.R: Method 'Psi' for 'vec2var' objects.
- * R/irf.vec2var.R: Method 'irf' for 'vec2var' objects (no boot).
- Internal functions .boot and .irf modified.
- * R/fevd.vec2var.R: Method 'fevd' for 'vec2var' objects.
- Internal functions .fecovvec2var inserted.
- * R/Phi.varest.R: Fixed for p > 2.
- * R/normality.R: Included 'vec2var' objects.
- * R/serial.R: Included 'vec2var' objects.
- DF calculation adjusted in '.pt.multi'.
- * R/arch.R: Included 'vec2var' objects.
- * R/predict.R: Predict method included.
- * R/predict.vec2var.R: Method 'predict' for 'vec2var' objects.
-
-2007-03-07 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/causality.R ("causality"): Object temp corrected for proper
- calculation if p > 2.
-
-2006-12-29 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/internal.R: .jb.multi: rep(3, K) instead of rep(3, 4).
-
-2006-12-06 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * man/SVAR.Rd: Typo fixed in \value{} section.
- * R/SVAR.R (svarest): Inserted list object LRIM = NULL
- (used by Blanchard-Quah function BQ).
- * man/SVAR.Rd: Inserted description of list element LRIM.
- * R/BQ.R: New function for Blanchard-Quah type SVAR.
- * man/BQ.Rd: Documentation for BQ() created.
- * R/print.svarest.R: Adjusted the print-method for Blanchard-Quah.
- * NAMESPACE: Inserted BQ
- * R/SVAR.R (sigma): Used degrees of freedom instead of obs.
-
-2006-11-02 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/roots.R: If-clause inserted for checking p > 1
-
-2006-09-13 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * inst/doc/vars.Rnw: Vignette created.
-
- * DESCRIPTION (Package): Suggests field added (xtable) for
- vignette processing.
-
- * R/predict.varest.R: List element model added to 'result' for
- fanchart function.
-
-2006-08-31 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/fanchart.R: Function for fan chart added (needs object of
- class 'varprd').
-
- * man/fanchart.Rd: Help file for function 'fanchart()' added.
-
- * NAMESPACE: Entry for function 'fanchart()' added.
-
-2006-08-29 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/plot.varcheck.R: xlab = "" argument inserted in hist().
-
-2006-08-27 Dr. Bernhard Pfaff <bernhard at pfaffikus>
-
- * man/roots.Rd: Rd-file for new function 'roots' added.
-
- * R/roots.R: Function for calculating eigenvalues added.
-
- * NAMESPACE: Function 'root' added to 'NAMESPACE'.
-
-2006-07-27 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * R/SVAR.R: Function added for SVAR estimation (A-, B-, and AB-model);
- returns a list with class attribute 'svarest'.
-
- * R/Psi.varest.R: Method 'Psi' for 'varest' objects.
-
- * R/Psi.R: Defined formerly function 'Psi' as S3-method.
-
- * R/plot.varirf.R: Adapted plot method for objects of class 'svarest'.
-
- * R/irf.varest.R: Method 'irf' for 'varest' objects.
-
- * R/irf.svarest.R: Method 'irf' for 'svarest' objects.
-
- * R/irf.R: Defined formerly function 'irf' as S3-method.
-
- * R/fevd.varest.R: Method 'fevd' for 'varest' objects.
-
- * R/fevd.svarest.R: Method 'fevd' for 'svarest' objects.
-
- * R/fevd.R: Defined formerly function 'fevd' as S3-method.
-
- * R/Phi.varest.R: Method 'Phi' for 'varest' objects.
-
- * R/Phi.svarest.R: Method 'Phi' for 'svarest' objects.
-
- * R/Phi.R ("Phi"): Defined formerly function 'Phi' as S3-method.
-
- * man/SVAR.Rd: Rd-file for function 'SVAR' created.
-
- * man/fevd.Rd: \alias for 'fevd.varest' and 'fevd.svarest' included
- and \arguments and \usage sections adjusted.
-
- * man/Phi.Rd: \alias for 'Phi.varest' and 'Phi.svarest' included
- and \arguments and \usage sections adjusted.
-
- * man/irf.Rd: \alias for 'irf.varest' and 'irf.svarest' included
- and \arguments and \usage sections adjusted.
-
- * man/Psi.Rd: \alias for 'Psi.varest' included and \arguments
- and \usage sections adjusted.
-
-
-2006-07-26 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
-
- * fevd.R: Changed program line:
- Psi <- Psi(x)to Psi <- Psi(x, nstep = n.ahead)
-
+ * R/predict-vec2var.R: Fixed bug in trend generation for forecasts.
+
+2009-05-04 Dr. Bernhard Pfaff <bp at callisto>
+
+ * inst/book-ex/Rcode-1-3.R: Changed start year for unemployment rate.
+
+2009-05-04 Dr. Bernhard Pfaff <bp at callisto>
+
+ * R/restrict.R ("manual"): Fixed bug (coercing lhs to data frame).
+
+2009-04-29 Dr. Bernhard Pfaff <bp at callisto>
+
+ * R/stability.R ("stability"): Fixed bug (extracting formula from
+ lm object).
+
+2009-01-22 Dr. Bernhard Pfaff <bp at callisto>
+
+ * R/VAR.R: Fixed bug, season is directly evaluated and replaced in
+ match.call().
+
+
+2009-01-09 Dr. Bernhard Pfaff <bp at callisto>
+
+ * man/SVAR.Rd: Fixed warning on htest.
+ * man/SVEC.Rd: Fixed warning on htest.
+
+2008-12-14 Dr. Bernhard Pfaff <bp at callisto>
+
+ * R/plot.varest.R (plotest): Fixed bug, in for loop names[i] in [ used.
+
+2008-11-27 Dr. Bernhard Pfaff <bp at callisto>
+
+ * book-ex/Rcode-4-2.R: Fixed bug in example: error[-c(1, 100)],
+ formerly error[-c(99, 100)]
+ * R/VAR.R ("VAR"): In lm object attribute "intercept" set to 1 if
+ type = "const" or type = "both" to fix an improper F-test calculation.
+
+2008-06-30 Dr. Bernhard Pfaff <bp at callisto>
+
+ * inst/CITATION: Added citation file.
+ * inst/book-ex: Added Rcode examples pf second edition.
+ * inst/doc/vars.Rnw: Added vignette to package (JSS-article):
+
+2008-05-08 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/internal.R (".boot"): eval.parent() inserted for retrieving
+ objects with class attributes 'varest' or 'svarest'.
+
+2008-02-12 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/plot.varirf.R ("plot.varirf"): Enhanced plot-method for varirf.
+
+2008-02-06 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/logLik.svecest.R: Added logLik-method for objects of class "svecest".
+ * R/summary.svecest.R ("summary.svecest"): Summary-method added
+ for objects of class "svecest".
+ * R/print.svecsum.R ("print.svecsum"): Print-method for objects of
+ class "svecsum" added.
+
+
+2008-02-05 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/print.svarest.R ("print.svarest"): Changed header appearance of
+ print-method to print.svarsum.
+ * R/SVAR.R ("SVAR"): Included stop() if free parameters are in
+ Amat and Bmat for AB-models.
+ * R/print.varest.R ("print.varest"): Changed header appearance of
+ print-method to print.svarest.
+ * R/print.svecest.R ("print.svecest"): Changed header appearance of
+ print-method to print.svarest.
+ * R/logLik.svarest.R (logLik.svarest): Replaced ML-estimator for
+ Sigma with unbiased estimator.
+ * R/logLik.varest.R (logLik.varest): Replaced ML-estimator for
+ Sigma with unbiased estimator.
+ * R/SVAR.R (logLc): Normalization of sign for Amat and Bmat
+ implemented, if applicable.
+
+
+2008-02-04 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/SVAR.R ("SVAR"): Changed to same Amat/Bmat arguments for
+ method "scoring" and "logLik". The latter is now termed "direct".
+ * R/summary.svarsum.R ("summary.svarest"): Summary-method for
+ objects with class attribute 'svarest' included.
+ * R/print.svarsum.R ("print.svarsum"): Print-method added for
+ objects with class attribute 'svarsum'.
+
+
+2008-01-31 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/print.varest.R ("print.varest"): Altered print-method for
+ objects of class 'varest'.
+ * R/summary.varest.R ("summary.varest"): Enhanced
+ summary.varest-method.
+ * R/print.varsum.R: Enhanced print.varsum-method.
+
+2007-01-30 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/stability.R ("stability"): Changed default test to "OLS-CUSUM".
+ * R/A.R (A): Function 'A' is deprecated and a synonym is 'Acoef'.
+ * R/arch.R (arch): Function 'arch' is deprecated and a synonym is 'arch.test'.
+ * R/B.R (B): Function 'B' is deprecated and a synonym is 'Bcoef'.
+ * R/logLik.svarest.R (logLik.svarest): Bug fixed in computation of log-Likelihood.
+ * R/normality.R (normality): Function 'normality' is deprecated and a synonym is 'normality.test'.
+ * R/plot.varest.R ("plot.varest"): Adjusted plot (same x-axis for
+ diagram of fit and residuals and dropped 'main.resid').
+ * R/serial.R (serial): Function 'serial' is deprecated and a
+ synonym is 'serial.test'.
+ * inst/doc/: Removed temporarily vignette from package.
+ * man/Canada.Rd: Changed data.frame 'Canada' to 'mts' object.
+
+2007-11-08 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * doc/vars.Rnw: Dropped void argument 'ctable' in R chunk.
+
+2007-10-31 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/irf.vec2var.R ("irf.vec2var"): Inserted names for Lower and Upper.
+ * R/irf.svecest.R: Inserted names for Lower and Upper.
+ * R/internal.R (.bootirfvec2var): Assigning list elements of Lower
+ and Upper in loop.
+ * R/internal.R (.bootirfsvec): Assigning list elements of Lower
+ and Upper in loop.
+
+2007-10-30 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/internal.R (.bootsvec): Adjusted for new argument 'ecdet' in ca.jo().
+ * R/internal.R (.bootirfsvec): Adjusted for new argument 'ecdet' in ca.jo().
+ * R/internal.R (.bootirfvec2var): Adjusted for new argument 'ecdet' in ca.jo().
+ * R/predict.vec2var.R ("predict.vec2var"): Adjusted for new argument 'ecdet' in ca.jo().
+ * man/vec2var.Rd (examples): Adjusted for new argument 'ecdet' in ca.jo().
+
+2007-10-29 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/vec2var.R: Adjusted for new argument 'ecdet' in ca.jo().
+
+2007-10-10 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/SVEC.R ("SVEC"): Changed Null(t(alpha)) for r = 1.
+
+2007-08-21 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/restrict.R ("restrict"): Fixed buglet: if all rhs-variables
+ are significant.
+ * R/causality.R ("causality"): Fixed buglet: duplication of y.names
+ for matching set to p.
+ * R/SVAR.R ("SVAR"): Fixed buglet: In call to SVAR2 max.iter =
+ max.iter.
+
+2007-08-17 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/restrict.R ("restrict"): Inserted stop() in ser() if no
+ significant regressors are remaining.
+
+2007-08-15 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/SVAR2.R: Deprecated, SVAR estimation is now included in
+ function SVAR as default.
+ * R/SVAR.R ("SVAR"): Included argument estmethod = c("scoring",
+ "logLik") and the non-overlapping arguments formerly SVAR2. The
+ function SVAR is now a wrapper to the formerly SVAR and SVAR2
+ functions, which are renamed to .SVAR1 and .SVAR2, respectively.
+
+2007-08-14 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/arch.R ("arch"): Argument multivariate.only = TRUE inserted.
+ * R/normality.R ("normality"): Argument multivariate.only = TRUE inserted.
+ * R/serial.R: Argument type = c("PT.asymptotic", "PT.adjusted", "BG", "ES") inserted.
+
+2007-08-09 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/plot.varirf.R ("plot.varirf"): Plot method for objects of class
+ varirf enhanced.
+ * R/plot.varstabil.R ("plot.varstabil"): Plot method for objects of class
+ varstabil enhanced.
+ * R/fanchart.R ("fanchart"): Function enhancement for single
+ variable plotting and customisation of graphs.
+
+2007-08-08 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/plot.varfevd.R: Plot method for objects of class
+ varfevd enhanced.
+ * R/plot.varest.R: Plot method for objects of class
+ varest enhanced.
+ * R/plot.vec2var.R: Plot method for objects of class
+ vec2var enhanced.
+ * R/plot.varcheck.R ("plot.varcheck"): Plot method for objects of class
+ varcheck enhanced.
+
+2007-08-07 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/plot.varprd.R (plot.varprd): Plot method for objects of class
+ varprd enhanced.
+
+2007-08-06 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/predict.varest.R ("predict.varest"): Season > n.ahead: coerced
+ seasonal to as.matrix.
+
+2007-07-26 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * man/plot.Rd: Summarised documentation for various plot methods
+ in one file.
+
+2007-07-25 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/VAR.R ("VAR"): Included automatic lag length selection by an
+ information criteria.
+
+2007-07-24 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/fanchart.R: Adjusted for exogenous variables.
+ * R/predict.varest.R: Included list element exo.fcst.
+ * R/predict.vec2var.R ("predict.vec2var"): Included list element exo.fcst.
+ * R/logLik.svarest.R (logLik.svarest): Log-Likelihood-method for
+ SVAR models included.
+ * R/logLik.varest.R (logLik.varest): Log-Likelihood-method for
+ VAR models included.
+ * R/logLik.vec2var.R (logLik.vec2var): Log-Likelihood-method for
+ level VECM models included.
+
+2007-07-23 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/VARselect.R: Included deterministic variables in penalty term.
+ * R/VARselect.R ("VARselect"): Started trend at lag.max + 1.
+ * R/predict.varest.R: Changed start value of trend for type = trend.
+ * R/predict.varest.R ("predict.varest"): Fixed for season only.
+ * R/predict.varest.R ("predict.varest"): Started trend at nrow(Z)
+ + 1 + p.
+ * R/predict.varest.R: Fixed for exogenous variables, only.
+ * R/VAR.R: Started trend at p + 1.
+
+2007-07-20 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/internal.R: Replaced x$resid and VAR$resid with resid(x) and
+ resid(VAR), respectively.
+ * R/VAR.R ("VAR"): Removed resid from 'varest'.
+ * R/restrict.R: Removed x$resid.
+ * R/internal.R (".boot"): Pre-allocated elements of 'BOOT'.
+
+2007-07-19 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/internal.R (".boot"): Adjusted for seasonal and exoegnous
+ variables.
+ * R/VARselect.R ("VARselect"): Adjusted for seasonal and exogenous
+ variables.
+ * R/arch.R ("arch"): Replaced x$resid with resid(x).
+ * R/BQ.R ("BQ"): Replaced x$resid with resid(x).
+ * R/causality.R ("causality"): Replaced x$resid with resid(x).
+ * R/residuals.vec2var.R ("residuals.vec2var"): residuals-method
+ for vec2var.
+ * R/fitted.vec2var.R ("fitted.vec2var"): fitted-method for vec2var.
+ * R/plot.vec2var.R (plot.vec2var): plot-method for vec2var.
+ * R/plot.varest.R ("plot.varest"): Use of methods resid and fitted.
+ * R/Psi.varest.R ("Psi.varest"): Replaced x$resid with resid(x).
+ * R/Psi.vec2var.R ("Psi.vec2var"): Replaced x$resid with resid(x).
+ * R/serial.R ("serial"): Replaced x$resid with resid(x).
+ * R/SVAR2.R ("SVAR2"): Replaced x$resid with resid(x).
+ * R/SVAR.R ("SVAR"): Replaced x$resid with resid(x).
+
+2007-07-18 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/VAR.R: Inserted centered seasonal dummy variable and exogenous
+ variables in function's argument.
+ * R/internal.R: Replaced "Chi^2" with "Chi-squared" in names(STATISTIC)
+ * R/coef.varest.R ("coef.varest"): Changed coef-method such that a
+ list of summary coeffecients is returned.
+ * R/A.R ("A"): Adjusted for seasonal dummies and exogenous variables.
+ * R/plot.varprd.R ("plot.varprd"): Changed color "green" to "blue"
+ for better visibility.
+ * R/predict.varest.R ("predict.varest"): Adjusted predict method
+ for centered seasonal dummies and exogenous variables.
+ * R/plot.varcheck.R ("plot.varcheck"): on.exit(par(op)) and
+ par(ask = TRUE) included.
+ * R/plot.varest.R ("plot.varest"): on.exit(par(op)) and
+ par(ask = TRUE) included.
+ * R/plot.varfevd.R ("plot.varfevd"): on.exit(par(op)) and
+ par(ask = TRUE) included.
+ * R/plot.varirf.R ("plot.varirf"): on.exit(par(op)) and
+ par(ask = TRUE) included.
+ * R/plot.varprd.R ("plot.varprd"): on.exit(par(op)) and
+ par(ask = TRUE) included.
+ * R/plot.varstabil.R ("plot.varstabil"): on.exit(par(op)) and
+ par(ask = TRUE) included.
+ * R/fanchart.R ("fanchart"): Changed from heat to gray color
+ palette and par(ask = TRUE) and on.exit(par(op)) included.
+ * R/causality.R ("causality"): Changed "Chi^2" to
+ "Chi-squared". Adjusted for seasonal and exogenous variables.
+
+2007-07-17 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * NAMESPACE: Removed predict. Included fitted.varest, coef.varest
+ and residuals.varest as S3-methods.
+ * R/fitted.varest.R ("fitted.varest"): fitted-method applied to
+ varresult list element implemented.
+ * R/coef.varest.R ("coef.varest"): coefficient-method applied to
+ varresult list element implemented.
+ * R/residuals.varest.R ("residuals.varest"): residuals-method
+ applied to varresult list element implemented.
+
+2007-07-13 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/plot.varirf.R ("plot.varirf"): x$model for SVECM included in
+ if-else clause.
+ * R/predict.R: Removed predict-function.
+ * R/predict.varest.R ("predict.varest"): Changed argument 'x' to
+ 'object'.
+ * R/predict.vec2var.R ("predict.vec2var"): Changed argument 'x' to
+ 'object'.
+ * man/predict.Rd: Replaced argument 'x' with 'object'.
+ * man/irf.Rd (cumulative): Fixed default value to FALSE.
+
+2007-06-20 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/causality.R ("causality"): Changed wording in METHOD for
+ Granger causality.
+ * R/plot.***.R and fanchart(): op <- par(no.readonly = TRUE) and
+ par(op) inserted
+
+2007-06-12 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * man/plot.varprd.Rd: \encoding{latin1} inserted.
+ * man/roots.Rd: \encoding{latin1} inserted.
+
+2007-05-21 Dr. Bernhard Pfaff <bernhard at pfaffikus.de>
+
+ * R/irf.vec2var.R: Bootstrapped CI implemented.
[TRUNCATED]
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svnlook diff /svnroot/vars -r 54
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