Question

以下脚本用于打印具有单位根测试结果的表。您可以自己尝试代码。

library(vars)
Canada = data.frame(Canada)
library(urca)
library(stargazer)
library(dplyr)

table_adf = function(DF, ...){
  var_list = as.list(unlist(list(...)))
  if(length(var_list) == 0){
    subset = DF
    var_list = as.list(names(DF))
  }else{
    subset = select_(DF, .dots = var_list)
  }

  tests = lapply(subset, function(x, y){
    out1 = ur.df(x, type = "drift", selectlags = "BIC")
    out2 = ur.df(x, type = "trend", selectlags = "BIC")
    out3 = ur.pp(x, type = "Z-tau", model = "const", lags = "short")
    out4 = ur.pp(x, type = "Z-tau", model = "trend", lags = "short")
    out5 = ur.kpss(x, type = "mu", lags = "short")
    out6 = ur.kpss(x, type = "tau", lags = "short")
    return(list(out1, out2, out3, out4, out5, out6))
  })

  est_df = lapply(tests, function(x){
    data.frame(ADF_constant = x[[1]]@teststat[1],
               ADF_trend = x[[2]]@teststat[1],
               PP_const = x[[3]]@teststat[1],
               PP_trend = x[[4]]@teststat[1],
               KPSS_const = x[[5]]@teststat[1],
               KPSS_trend = x[[6]]@teststat[1])
  })

  est_table = do.call(rbind, est_df)
  est_table = round(est_table, 2)
  critical_vals = data.frame(tests[[1]][[1]]@cval[1,], 
                             tests[[1]][[2]]@cval[1,],
                             tests[[1]][[3]]@cval[1,],
                             tests[[1]][[4]]@cval[1,],
                             tests[[1]][[5]]@cval[1,-1],
                             tests[[1]][[6]]@cval[1,-1])

  est_table[, 1:4] = Map(function(x, y){
    ifelse(x < y[1], paste(x, "0.01"), 
           ifelse(x < y[2], paste(x, "0.05"),
                  ifelse(x < y[3], paste(x, "0.10"), paste(x, ""))))
  }, est_table[, 1:4], critical_vals[, 1:4]) %>% data.frame(row.names = unlist(var_list))

  est_table[, 5:6] = Map(function(x, y){
    ifelse(x > y[3], paste(x, "0.01"),
           ifelse(x > y[2], paste(x, "0.02"),
                  ifelse(x > y[1], paste(x, "0.05"), paste(x, ""))))
  }, est_table[, 5:6], critical_vals[, 5:6]) %>% data.frame(row.names = unlist(var_list))

  stargazer(est_table, type = "text", summary = FALSE)
}

table_adf(Canada, "e", "prod", "rw", "U")

输出表：

=====================================================================
     ADF_constant ADF_trend  PP_const  PP_trend KPSS_const KPSS_trend
---------------------------------------------------------------------
e        -0.3       -2.73      0.15     -1.62   2.05 0.01  0.17 0.05 
prod    -0.11       -2.02      0.26     -1.97   1.66 0.01  0.27 0.01 
rw    -4.37 0.01    -2.82   -5.62 0.01  -2.81   2.12 0.01  0.43 0.01 
U       -2.22       -2.47     -1.72     -1.96      0.23       0.14   
---------------------------------------------------------------------

正如您在示例中看到的，第一个值显示为-0.3而不是-0.30。如何调整脚本，以便将每个测试结果打印为带小数点后两位的数字？

Answer 1

一个建议是定义一个新的paste函数。 E.g

pasteFix <- function(x, signLev){
  ifelse(nchar(as.character(abs(x)))<4, 
  paste(paste(x, "0", sep=""),signLev),
  paste(x, signLev))
}

（nchar<4代表逗号。abs()删除-）。然后替换paste

中旧的Map功能

est_table[, 1:4] = Map(function(x, y){
   ifelse(x < y[1], pasteFix(x, "0.01"), 
       ifelse(x < y[2], pasteFix(x, "0.05"),
              ifelse(x < y[3], pasteFix(x, "0.10"), pasteFix(x, ""))))
}, est_table[, 1:4], critical_vals[, 1:4]) %>% data.frame(row.names = 
  unlist(var_list))

est_table[, 5:6] = Map(function(x, y){
  ifelse(x > y[3], pasteFix(x, "0.01"),
       ifelse(x > y[2], pasteFix(x, "0.02"),
              ifelse(x > y[1], pasteFix(x, "0.05"), pasteFix(x, ""))))
}, est_table[, 5:6], critical_vals[, 5:6]) %>% data.frame(row.names = 
 unlist(var_list))

然后输出

=====================================================================
     ADF_constant ADF_trend  PP_const  PP_trend KPSS_const KPSS_trend
---------------------------------------------------------------------
e       -0.30       -2.73      0.15     -1.62   2.05 0.01  0.17 0.05 
prod    -0.11       -2.02      0.26     -1.97   1.66 0.01  0.27 0.01 
rw    -4.37 0.01    -2.82   -5.62 0.01  -2.81   2.12 0.01  0.43 0.01 
U       -2.22       -2.47     -1.72     -1.96      0.23       0.14   
---------------------------------------------------------------------

在表格中打印精确的两位小数？

1 个答案: