summary-methods function

Methods for Function 'summary' in Package 'partsm'

Methods for Function 'summary' in Package 'partsm'

This method summarises the information provided by functions implemented in package 'partsm'. methods

Methods

  • object = "fit.partsm".: Displays the estimates of the autoregressive or periodic autoregressive coefficients, and a summary of the fitted model is also added.

  • object = "Ftest.partsm".: Shows a summary of the information provided by the FF-test statistics in package 'partsm'. The null and the alternative hypotheses entailed in the procedure, as well as the freedom degrees, the pp-value and a symbol indicating the significance of the FF-statistic according to usual codes, i.e. Signif. codes: 0 '' 0.001 '' 0.01 '' 0.05 '.' 0.1 ' ' 1.

     In addition, a summary of the fitted models for the null and the alternative hypotheses is also added.
    
  • object = "fit.piartsm".: Displays the estimated periodic autoregressive coefficients in the restricted non-linear PIAR, the other coefficients entailed in the selected model, and the periodically differenced data.

  • object = "fit.LRur.partsm".: Reports the the LR statistics and a one-side test, and a summary of the fitted models under the null and the alternative hypotheses.

See Also

fit.partsm-class, Ftest.partsm-class, and show.

Examples

## Load data and select the deterministic components. data("gergnp") lgergnp <- log(gergnp, base=exp(1)) detcomp <- list(regular=c(0,0,0), seasonal=c(1,0), regvar=0) ## Fit an AR(4) model with intercept and seasonal dummies. dcar <- list(regular=c(1,0,c(1,2,3)), seasonal=c(0,0), regvar=0) out.ar <- fit.ar.par(wts=lgergnp, type="AR", detcomp=dcar, p=4) summary(out.ar) ## Fit a PAR(2) model with seasonal intercepts. detcomp <- list(regular=c(0,0,0), seasonal=c(1,0), regvar=0) out.par <- fit.ar.par(wts=lgergnp, type="PAR", detcomp=detcomp, p=2) summary(out.par) ## Fnextp.test Fnextp.out <- Fnextp.test(wts=lgergnp, detcomp=detcomp, p=1, type="PAR") summary(Fnextp.out) ## Fpar.test Fpar.out <- Fpar.test(wts=lgergnp, detcomp=detcomp, p=2) summary(Fpar.out) ## Fsh.test ar4 <- fit.ar.par(wts=lgergnp, type="AR", p=4, detcomp=detcomp) Fsh.out <- Fsh.test(res=residuals(ar4@lm.ar), s=frequency(lgergnp)) summary(Fsh.out) ## Fit a PIAR(2) model. out.piar <- fit.piar(wts=lgergnp, detcomp=detcomp, p=2) summary(out.piar) ## Fpari.piar.test Fpari1.out <- Fpari.piar.test(wts=lgergnp, detcomp=detcomp, p=2, type="PARI1") summary(Fpari1.out) ## Fit a PIAR(2) model with seasonal intercepts. out.piar <- fit.piar(wts=lgergnp, detcomp=detcomp, p=2) summary(out.piar) ## Test for a single unit root in a PAR(2) model with seasonal intercepts. out.LR <- LRurpar.test(wts=lgergnp, detcomp=detcomp, p=2) summary(out.LR)

Author(s)

Javier Lopez-de-Lacalle javlacalle@yahoo.es .