LS.summary: Summary for Locally Stationary Time Series

In LSTS: Locally Stationary Time Series

Description

Produces a summary of the results to Whittle estimator to Locally Stationary Time Series (LS.whittle function).

Usage

LS.summary(object)

Arguments

object

(type: list) the output of LS.whittle function

Details

Calls the output from LS.whittle and computes the standard error and p-values to provide a detailed summary.

Value

A list with the following components:

summary	a resume table with estimate, std. error, z-value and p-value of the model.
aic	AIC of the model.
npar	number of parameters in the model.

See Also

LS.whittle

Examples

fit_whittle <- LS.whittle(
  series = malleco, start = c(1, 1, 1, 1),
  order = c(p = 1, q = 0), ar.order = 1, sd.order = 1, N = 180, n.ahead = 10
)
LS.summary(fit_whittle)

LSTS documentation built on July 29, 2021, 5:07 p.m.