anova.tslm: ANOVA tables for time series linear models

In s20x: Functions for University of Auckland Course STATS 201/208 Data Analysis

ANOVA tables for time series linear models

Description

Produces analysis-of-variance-style tables for 'tslm' objects.

Usage

## S3 method for class 'tslm'
anova(object, ..., verbose = FALSE)

Arguments

object	a fitted 'tslm' object.
...	optional additional fitted model objects for model comparisons.
verbose	logical. For AR-error models, use 'TRUE' to return the raw underlying [nlme::anova.gls()] output.

Details

For ordinary 'tslm()' fits without autoregressive error terms, 'anova()' returns the usual analysis of variance table from [stats::anova.lm()].

For AR-error models fitted through [nlme::gls()], the reported tests are Wald-style tests of model terms. These test whether each term contributes to the fitted mean model after allowing for the estimated autocorrelation structure. Because these models do not use the ordinary independent-error sum-of-squares decomposition, the compact table reports 'Df', 'F value', and 'Pr(>F)', but does not report 'Sum Sq' or 'Mean Sq'. Compare nested AR-error models with care: 'verbose = TRUE' exposes the underlying 'nlme' comparison output rather than recreating an ordinary 'lm' ANOVA table.

Use 'verbose = TRUE' to see the underlying [nlme::anova.gls()] output.

Value

An analysis-of-variance-style table.

Examples

data(beer.df)
fit = tslm(beer ~ t + ar(1), data = beer.df, time = t)
anova(fit)

s20x documentation built on July 1, 2026, 9:06 a.m.