summary.dfm: DFM Summary Methods

In dfms: Dynamic Factor Models

DFM Summary Methods

Description

Summary and print methods for class 'dfm'. print.dfm just prints basic model information and the factor transition matrix \textbf{A}, coef.dfm returns \textbf{A} and \textbf{C} in a plain list, whereas summary.dfm returns all system matrices and additional residual and goodness of fit statistics—with a print method allowing full or compact printout.

Usage

## S3 method for class 'dfm'
print(x, digits = 4L, ...)

## S3 method for class 'dfm'
coef(object, ...)

## S3 method for class 'dfm'
logLik(object, ...)

## S3 method for class 'dfm'
summary(object, method = switch(object$em.method, none = "2s", "qml"), ...)

## S3 method for class 'dfm_summary'
print(x, digits = 4L, compact = sum(x$info["n"] > 15, x$info["n"] > 40), ...)

Arguments

x, object	an object class 'dfm'.
digits	integer. The number of digits to print out.
...	not used.
method	character. The factor estimates to use: one of "qml", "2s" or "pca".
compact	integer. Display a more compact printout: 0 prints everything, 1 omits the observation matrix \textbf{C} and residual covariance matrix cov(resid(model)), and 2 omits all disaggregated information on the input data. Sensible default are chosen for different sizes of the input dataset so as to limit large printouts.

Value

Summary information following a dynamic factor model estimation. coef() returns \textbf{A} and \textbf{C}.

See Also

dfms-package

Examples

mod <- DFM(diff(BM14_Q), 2, 3)
print(mod)
summary(mod)

dfms documentation built on June 8, 2025, 1:50 p.m.