Open MatthieuStigler opened 4 years ago
interecept shows after ECT, not before..
\documentclass{article} \usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL \begin{document} <<>>= library(tsDyn) macro_model1 <- VECM(data=barry, lag=3, r = 2, include = "const", estim = "ML" ) toLatex(macro_model1) coef(macro_model1) coefA(macro_model1) coefB(macro_model1) coefPI(macro_model1) coefA(macro_model1) %*%t(coefB(macro_model1)) @ <<results="asis">>= toLatex(macro_model1) @ \end{document}
library(tsDyn) #> Registered S3 method overwritten by 'quantmod': #> method from #> as.zoo.data.frame zoo macro_model1 <- VECM(data=barry, lag=3, r = 2, include = "const", estim = "ML" ) toLatex(macro_model1) #> %insert in the preamble and uncomment the line you want for usual /medium /small matrix #> %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL #> %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL #> %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM #> \begin{equation} #> \begin{smatrix} %explained vector #> \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \\ \Delta X_{t}^{3} #> \end{smatrix}= #> +\begin{smatrix} %ECT #> -0.0213 & 0.0006 \\ #> -0.0589 & 0.0019 \\ #> 0.1323 & -0.0026 #> \end{smatrix}ECT_{-1} #> \begin{smatrix} %const #> 0.0232 \\ 0.1917 \\ 0.1056 #> \end{smatrix} #> +\begin{smatrix} %Lag1 #> 0.1622 & -0.0034 & 0.0007 \\ #> 0.8620 & 0.4622 & -0.0486 \\ #> 0.6225 & 0.2660 & -0.0476 #> \end{smatrix} #> \begin{smatrix} #> \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \\ \Delta X_{t-1}^{3} #> \end{smatrix} #> +\begin{smatrix} %Lag2 #> -0.0368 & 0.0011 & -0.0064 \\ #> -0.4883 & -0.0284 & 0.0738 \\ #> -0.1936 & 0.0042 & 0.1665 #> \end{smatrix} #> \begin{smatrix} #> \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \\ \Delta X_{t-2}^{3} #> \end{smatrix} #> +\begin{smatrix} %Lag3 #> 0.0253 & -0.0036 & -0.0003 \\ #> -0.3894 & -0.0006 & 0.0944 \\ #> -0.6800 & 0.0141 & 0.1337 #> \end{smatrix} #> \begin{smatrix} #> \Delta X_{t-3}^{1} \\ \Delta X_{t-3}^{2} \\ \Delta X_{t-3}^{3} #> \end{smatrix} #> \end{equation}
Created on 2020-02-19 by the reprex package (v0.3.0)
interecept shows after ECT, not before..
Created on 2020-02-19 by the reprex package (v0.3.0)