View source: R/gets-isat-source.R
coef.isat | R Documentation |
Extraction functions for objects of class 'isat'
## S3 method for class 'isat' coef(object, ...) ## S3 method for class 'isat' fitted(object, ...) ## S3 method for class 'isat' logLik(object, ...) ## S3 method for class 'isat' plot(x, col=c("red","blue"), lty=c("solid","solid"), lwd=c(1,1), coef.path=TRUE, ...) ## S3 method for class 'isat' predict(object, n.ahead=12, newmxreg=NULL, newindex=NULL, n.sim=2000, probs=NULL, ci.levels=NULL, quantile.type=7, return=TRUE, verbose=FALSE, plot=NULL, plot.options=list(), ...) ## S3 method for class 'isat' print(x, signif.stars=TRUE, ...) ## S3 method for class 'isat' residuals(object, std=FALSE, ...) ## S3 method for class 'isat' sigma(object, ...) ## S3 method for class 'isat' summary(object, ...) ## S3 method for class 'isat' vcov(object, ...)
object |
an object of class 'isat' |
x |
an object of class 'isat' |
std |
logical. If |
n.ahead |
|
newmxreg |
a |
newindex |
|
n.sim |
|
probs |
|
ci.levels |
|
quantile.type |
an integer between 1 and 9 that selects which algorithm to be used in computing the quantiles, see the argument |
return |
logical. If |
verbose |
logical with default |
plot |
|
plot.options |
a |
col |
colours of fitted (default=red) and actual (default=blue) lines |
lty |
types of fitted (default=solid) and actual (default=solid) lines |
lwd |
widths of fitted (default=1) and actual (default=1) lines |
coef.path |
logical. Only applicable if there are retained indicators after the application of |
signif.stars |
|
... |
additional arguments |
The plot.options
argument is a list
that controls the prediction plot, see 'Details' in predict.arx
coef: |
numeric vector containing parameter estimates |
fitted: |
a |
logLik: |
a numeric, the log-likelihood (normal density) |
plot: |
plot of the fitted values and the residuals |
predict: |
a |
print: |
a print of the estimation results |
residuals: |
a |
sigma: |
the regression standard error ('SE of regression') |
summary: |
a print of the items in the |
vcov: |
variance-covariance matrix |
Felix Pretis, http://www.felixpretis.org/
James Reade, https://sites.google.com/site/jjamesreade/
Moritz Schwarz, https://www.inet.ox.ac.uk/people/moritz-schwarz/
Genaro Sucarrat, http://www.sucarrat.net/
paths
, terminals
, coef.gets
, getsm
, arx
##step indicator saturation: set.seed(123) y <- rnorm(30) isatmod <- isat(y) ##print results: print(isatmod) ##plot the fitted vs. actual values, and the residuals: plot(isatmod) ##print the entries of object 'isatmod': summary(isatmod) ##extract coefficients of the simplified (specific) model: coef(isatmod) ##extract log-likelihood: logLik(isatmod) ##extract the coefficient-covariance matrix of simplified ##(specific) model: vcov(isatmod) ##extract and plot the fitted values: mfit <- fitted(isatmod) plot(mfit) ##extract and plot (mean) residuals: epshat <- residuals(isatmod) plot(epshat) ##extract and plot standardised residuals: zhat <- residuals(isatmod, std=TRUE) plot(zhat) ##generate forecasts of the simplified (specific) model: predict(isatmod, newmxreg=matrix(1,12,1), plot=TRUE)
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