function pftest(result,vnames,fid); % PURPOSE: prints VAR model ftests % -------------------------------------------------- % USAGE: pftest(results,vnames); % where: results = a structure returned by vare() % vnames = an optional variable name vector % fid = file-id for printing results to a file % (defaults to the MATLAB command window) % e.g. vnames = ['y1', VAR variables % 'y2'] % e.g. fid = fopen('ftest.out','wr'); %---------------------------------------------------- % SEE ALSO: vare() prt_var(), pgranger() % ---------------------------------------------------- % written by: % James P. LeSage, Dept of Economics % University of Toledo % 2801 W. Bancroft St, % Toledo, OH 43606 % jpl@jpl.econ.utoledo.edu if nargin > 3 error('wrong # of arguments to pftest'); end; nflag = 0; if nargin == 1; nflag = 0; fid = 1; elseif nargin == 2; nflag = 1; fid = 1; [namsiz junk] = size(vnames); if namsiz < result(1).neqs error('pftest vnames argument is wrong size'); end; end; if ~isstruct(result) error('pftest requires a var model results structure'); end; % find neqs neqs = result(1).neqs; fprintf(fid,'\n ****** Granger Causality Tests *******\n'); for j=1:neqs % recover causality test results sequentially % and print gresults = zeros(neqs,2); for i=1:neqs; gresults(i,1) = result(j).ftest(i); gresults(i,2) = result(j).fprob(i); end; % set up names if nflag == 0 rnames = ['Equation ',num2str(j)]; cnames = strvcat('F-value','F-probability'); for i=1:neqs rnames = strvcat(rnames,['var ',num2str(i)]); end; else rnames = ['Equation ',vnames(j,:)]; cnames = strvcat('F-value','F-probability'); for i=1:neqs rnames = strvcat(rnames,vnames(i,:)); end; end; in.rnames = rnames; in.cnames = cnames; in.fmt = '%16.4f'; in.fid = fid; mprint(gresults,in); end; % end of loop over equations