summary.lst_efficient: Summary of Efficient Release Models

In reviser: Analyzing Revisions in Real-Time Time Series Vintages

Summary of Efficient Release Models

Description

Provides a detailed summary of the regression model and hypothesis test for the first efficient release identified by the get_first_efficient_release() function.

Usage

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

Arguments

object	An output object from the get_first_efficient_release function. The object must be of class lst_efficient.
...	Additional arguments (not used).

Details

This function prints the following information:

• The index of the first efficient release.

• A summary of the regression model fitted for the efficient release, which includes coefficients, R-squared values, and other relevant statistics.

• The hypothesis test results for the efficient release, showing the test statistic and p-value for the null hypothesis of unbiasedness and efficiency.

The function assumes the object includes:

• e: The index of the first efficient release (0-based).

• models: A list of linear regression models for each release.

• tests: A list of hypothesis test results corresponding to each release.

Value

Returns a tibble with the following columns:

• id: The identifier of the time series (if present in input data).

• e: The index of the first efficient release.

• alpha: The intercept coefficient of the regression model.

• beta: The coefficient of the slope.

• p-value: The p-value for the joint hypothesis (alpha = 0 and beta = 1).

• n_tested: The number of releases tested.

See Also

Other revision analysis: diagnose(), diagnose.revision_summary(), get_first_efficient_release(), get_revision_analysis(), print.lst_efficient(), print.revision_summary(), summary.revision_summary()

Examples

# Example usage
df <- get_nth_release(
  tsbox::ts_pc(dplyr::filter(reviser::gdp, id == "US")),
  n = 1:4
)

final_release <- get_nth_release(
  tsbox::ts_pc(dplyr::filter(reviser::gdp, id == "US")),
  n = 10
)

# Identify the first efficient release
result <- get_first_efficient_release(df, final_release, significance = 0.05)
summary(result)

reviser documentation built on Sept. 14, 2026, 9:09 a.m.