fitted.systemfit {systemfit}R Documentation

Fitted values

Description

These functions extract the fitted values from an object returned by systemfit.

Usage

   ## S3 method for class 'systemfit':
   fitted( object, ... )

   ## S3 method for class 'systemfit.equation':
   fitted( object, ... )

Arguments

object an object of class systemfit or systemfit.equation.
... other arguments.

Value

fitted.systemfit returns a data.frame of all fitted values, where each column contains the fitted values of one equation.
fitted.systemfit.equation returns a vector of the fitted values of a single equation.

Author(s)

Arne Henningsen arne.henningsen@googlemail.com

See Also

systemfit, fitted

Examples

data( "Kmenta" )
eqDemand <- consump ~ price + income
eqSupply <- consump ~ price + farmPrice + trend
system <- list( demand = eqDemand, supply = eqSupply )

## perform OLS on each of the equations in the system
fitols <- systemfit( system, data = Kmenta )

## all fitted values
fitted( fitols )

## fitted values of the first equation
fitted( fitols$eq[[1]] )

## fitted values of the second equation
fitted( fitols$eq[[2]] )

[Package systemfit version 1.0-9 Index]