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

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

Summarizes Outcomes from reg Object.

Description

The function summarizes selected outcomes obtained from roll.reg and rec.reg.

Usage

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

Arguments

object	an object of reg class
...	not used

Details

The function produces the outcomes as print.reg.

Additionally, it provides how often p-values for t-test of statistical significance for each independent variable in the model is below 1%, 5% and 10%, respectively.

Value

Called for printing.

Examples

wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- drivers[-1,]
ld.drivers[,c(4,6)] <- (diff(drivers[,c(4,6)]))[-1,]
ld.drivers[,c(1:2,5,7)] <- (diff(log(drivers[,c(1:2,5,7)])))[-1,]
ld.drivers[,c(3,6)] <- ld.drivers[,c(3,6)]/100
roll <- roll.reg(y=ld.wti,x=ld.drivers,window=100)
rec <- rec.reg(y=ld.wti,x=ld.drivers)
summary(roll)
summary(rec)

fDMA documentation built on April 4, 2025, 5:16 a.m.