summary.glarma: Summarize GLARMA Fit

In glarma: Generalized Linear Autoregressive Moving Average Models

Description

summary method for class glarma and functions to generate the estimates for this summary method.

Usage

## S3 method for class 'glarma'
summary(object, tests = TRUE, ...)
## S3 method for class 'summary.glarma'
print(x, digits = max(3L, getOption("digits") - 3L), ...)
glarmaModelEstimates(object)

Arguments

object	An object of class "glarma", obtained from a call to glarma.
x	An object of class "summary.glarma", obtained from a call to summary.glarma.
digits	Numeric; minimum number of significant digits to be used for most numbers.
tests	Logical; if TRUE, the likelihood-ratio test and the Wald test are shown in the summary. The default is TRUE.
...	Further arguments passed to or from other methods.

Value

summary.glarma returns an object of class "summary.glarma", a list with components

call	the component from object
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 object.
theta.lags	the component from object.
pq	the component from object.
iter	the component from object.
deviance	the deviance of the fitted model.
df.residual	the degrees of freedom of the fitted model.
deviance.resid	the component from object.
aic	the component from object.
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 tests is TRUE, the result of a call to likTests, NULL otherwise.
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.

Author(s)

"William T.M. Dunsmuir" <[e-mail]> and "Cenanning Li" <[e-mail]>

See Also

glarma, summary.

Examples

## For examples see example(glarma)

Example output

glarma documentation built on May 2, 2019, 6:33 a.m.