Fitted values
These functions extract the fitted values
from an object returned by systemfit.
## S3 method for class 'systemfit' fitted( object, ... ) ## S3 method for class 'systemfit.equation' fitted( object, na.rm = FALSE, ... )
object |
an object of class |
na.rm |
a logical value indicating whether |
... |
other arguments. |
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.
Arne Henningsen arne.henningsen@googlemail.com
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]] )
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