feature request: implement extract() method

[MatthieuStigler]

See code:

library(texreg)
library(tsDyn)

lm <- lm(freeny)
screenreg(lm)

data(barry)
ve <- VECM(barry, lag=1)
var <- lineVar(barry, lag=1)

# tsDyn:::toMlm.nlVar(ve) %>%
#   screenreg()

# getMethod("extract", "lm")

# model <- ve

extract.VECM <- function (model, ...) 
{
  .local <- function (model, include.nobs = TRUE,  
                      include.aic = TRUE, include.bic = TRUE,  
                      ...) 
  {
    s <- summary(model, ...)
    sCo <- s$coefMat
    # names <- rownames(s$coef)
    co <- sCo[,1]
    names <- names(co)
    se <- sCo[,2]
    pval <- sCo[,4]
    # rs <- s$r.squared
    # adj <- s$adj.r.squared
    n <- model$T
    gof <- numeric()
    gof.names <- character()
    gof.decimal <- logical()
    if (include.nobs == TRUE) {
      gof <- c(gof, n)
      gof.names <- c(gof.names, "Num. Time obs.")
      gof.decimal <- c(gof.decimal, FALSE)
    }
    if (include.aic == TRUE ) {
      aic <- AIC(model)
      gof <- c(gof, aic)
      gof.names <- c(gof.names, "AIC")
      gof.decimal <- c(gof.decimal, TRUE)
    }
    if (include.bic == TRUE ) {
      bic <- BIC(model)
      gof <- c(gof, bic)
      gof.names <- c(gof.names, "BIC")
      gof.decimal <- c(gof.decimal, TRUE)
    }
    tr <- createTexreg(coef.names = names, coef = co, se = se, 
                       pvalues = pval, gof.names = gof.names, gof = gof, 
                       gof.decimal = gof.decimal)
    return(tr)
  }
  .local(model, ...)
}

setMethod("extract", signature = className("VECM", "tsDyn"), 
          definition = extract.VECM)

setMethod("extract", signature = className("VAR", "tsDyn"), 
          definition = extract.VECM)

screenreg(ve)
screenreg(var)
screenreg(list(var, ve))