summary.altf3: Summarizes Outcomes from 'altf3' Object.

In fDMA: Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes

Summarizes Outcomes from altf3 Object.

Description

The function summarizes selected outcomes obtained from altf3.

Usage

## S3 method for class 'altf3'
summary(object, ...)

Arguments

object	an object of altf3 class
...	not used

Details

The function produces the outcomes as print.altf3.

Additionally, it provides mean values of coefficients and how often p-values (averaged over selected window sizes) for t-test of statistical significance for each independent variable in the model are below 1%, 5% and 10%, respectively.

Value

Called for printing.

Examples

wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
a <- altf3(y=wti,x=drivers,windows=c(36,100,150))

summary(a)

fDMA documentation built on July 26, 2023, 6:09 p.m.