summary.lpacf: Print out summary information about a 'lpacf' object.

In lpacf: Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes

Print out summary information about a lpacf object.

Description

Print out summary information about a lpacf object.

Usage

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

Arguments

object	The lpacf object you want to print out summary info for.
...	Other arguments

Details

Prints out number of times that we have localized partial autocorrelation for and the number of lags computed. The localized partial autocorrelation is computed at a number of time points that might not be identical to the times in the original series, this function prints out the min and max of the range of times and an indicator of whether the whole series' localized pacf was computed. The bandwidth associated with spectral smoothing is printed and a note made of whether it was computed automatically or supplied as an earlier argument.

Value

None

Author(s)

Guy Nason

References

Killick, R., Knight, M. I., Nason, G.P. and Eckley, I. A. (2020) The local partial autocorrelation function and some applications. Electron. J. Statist. 14 (2), 3268-3314. DOI: 10.1214/20-EJS1748.

See Also

lpacf, print.lpacf

Examples

#
# Simulate an example
#
set.seed(100)
x.test <- tvar2sim()
#
# Compute the lpacf
#
x.lpacf <- lpacf(x.test)
#
# Print it out - note, can normally just type name of object
#
summary(x.lpacf)
#Number of times:  220 
#Number of lags:  27 
#Range of times from:  147  to  366 
#Part series was analyzed (alltimes=FALSE)
#Smoothing binwidth used was:  293 
#        Binwidth was chosen automatically

lpacf documentation built on Aug. 22, 2025, 9:13 a.m.