Description Usage Arguments Value Author(s) See Also Examples

View source: R/summary.glarma.R

`summary`

method for class `glarma`

and functions to
generate the estimates for this `summary`

method.

1 2 3 4 5 |

`object` |
An object of class |

`x` |
An object of class |

`digits` |
Numeric; minimum number of significant digits to be used for most numbers. |

`tests` |
Logical; if |

`...` |
Further arguments passed to or from other methods. |

`summary.glarma`

returns an object of class
`"summary.glarma"`

, a list with components

`call` |
the component from |

`null.deviance` |
null deviance of the GLM with the same regression structure as the GLARMA model. |

`df.null` |
null degrees of freedom of the GLM with the same regression structure as the GLARMA model. |

`phi.lags` |
the component from |

`theta.lags` |
the component from |

`pq` |
the component from |

`iter` |
the component from |

`deviance` |
the deviance of the fitted model. |

`df.residual` |
the degrees of freedom of the fitted model. |

`deviance.resid` |
the component from |

`aic` |
the component from |

`methods` |
vector specifying the count distribution of the GLARMA model, the iteration method and the type of residual used. |

`tests` |
whether tests were asked for. |

`likTests` |
if |

`coefficients1` |
the matrix of beta coefficients, standard errors, z-ratio and p-values. |

`coefficients2` |
the matrix of ARMA coefficients, standard errors, z-ratio and p-values. |

`coefficients3` |
when the count distribution is negative binomial, a matrix with 1 row, giving the negative binomial parameter, its standard error, z-ratio and p-value. |

"William T.M. Dunsmuir" <[email protected]> and "Cenanning Li" <[email protected]>

1 | ```
## For examples see example(glarma)
``` |

```
```

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