print.summary.orcutt: Summarizing Cochrane-Orcutt Fits

In orcutt: Estimate Procedure in Case of First Order Autocorrelation

Description

summary method for class "orcutt".

Usage

## S3 method for class 'summary.orcutt'
print(x, ...)

Arguments

x	an object of class "orcutt", usually, a result of a call to cochrane.orcutt.
...	further arguments passed to or from other methods.

Value

The function summary.orcutt computes and returns a list of summary statistics of the fitted Cochrane-Orcutt.

coefficients	a p x 4 matrix with columns for the estimated coefficient, its standard error, t-statistic and corresponding (two-sided) p-value. Aliased coefficients are omitted.
fstatistic	value of F statistic.
df	degrees of freedom of F statistic.
r.squared	R^2, the fraction of variance explained by the model.
adj.r.squared	the above R^2 statistic adjusted, penalizing for higher p.
DW.t	a 4-vector contained the Durbin-Watson statistic and the p-value for the original "lm" model, and the Durbin-Watson statistic and the p-value for the original "orcutt" model .

Author(s)

Stefano Spada

References

Verbeek M. (2004) A guide to modern econometrics, John Wiley & Sons Ltd

Examples

##-- Continuing the  cochrane.orcutt(.) example:

summary(coch)

orcutt documentation built on May 2, 2019, 2:19 a.m.