Description Usage Arguments Details Value Examples

Like the corresponding method for `"lm"`

objects, the method for
`"seas"`

objects returns the estimated coefficients, its standard errors,
z-statistics and corresponding (two-sided) p-values. Coefficients are returned
both for the exogenous regressors and the coefficients of the ARIMA model.

1 2 3 4 5 6 |

`object` |
an object of class |

`stats` |
(experimental) character vector, additional stat to be shown in the |

`...` |
further arguments passed to or from other methods. |

`x` |
an object of class |

`digits` |
the number of significant digits to use when printing. |

`signif.stars` |
logical. If |

The lower part of the output shows additional information on the estimation:

- Adjustment
use of SEATS or X11

- ARIMA
structure of the seasonal ARIMA model

- Obs.
number of observations

- Transform
prior transformation

- AICc, BIC
value of the information criterion (lower is better)

- QS
test for seasonality in the final series; null hypothesis: no seasonality in final; signif. codes are shown if the null hypothesis is rejected. QS statistics for more series (e.g., the original series) can be extracted with

`qs`

.- Box-Ljung
test for residual autocorrelation; null hypothesis: no autocorrelation in residuals; signif. codes are shown if the null hypothesis is rejected. The test statistic is the result of

`Box.test(resid(m), lag = 24, type = "Ljung")`

- Shapiro
test for normality of the residuals; null hypothesis: normal distribution of the residuals; signif. codes are shown if the null hypothesis is rejected. The test statistic is the result of

`shapiro.test(resid(m))`

`summary.seas`

returns a list containing the summary statistics
included in `object`

, and computes the following additional
statistics:

`coefficients` |
a named matrix containing coefficients, standard deviations, t-values and p-values |

`transform` |
character string with the type of intial transformation |

The `print`

method prints the summary output in a similar way as the
method for `"lm"`

.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | ```
## Not run:
m <- seas(AirPassengers)
summary(m)
### user defined stats from the udg function
# (experimental, see ?udg)
# also show some M quality statistics for X11 in summary
options(seas.stats = c("f3.m01", "f3.m02", "f3.m03", "f3.m04"))
summary(seas(AirPassengers, x11 = ""))
# this does not affect the SEATS output
summary(seas(AirPassengers))
# reset to default
options(seas.stats = NULL)
## End(Not run)
``` |

seasonal documentation built on Dec. 20, 2018, 5:03 p.m.

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