udg: Diagnostical Statistics

In seasonal: R Interface to X-13-ARIMA-SEATS

Diagnostical Statistics

Description

The udg function provides access to a large number of diagnostical statistics. The qs function and the AIC, BIC and logLik methods are wrappers that use udg to access some specific diagnostical statistics.

Usage

udg(x, stats = NULL, simplify = TRUE, fail = TRUE)

qs(x)

## S3 method for class 'seas'
AIC(object, ...)

## S3 method for class 'seas'
BIC(object, ...)

## S3 method for class 'seas'
nobs(object, ...)

## S3 method for class 'seas'
logLik(object, ...)

Arguments

x, object	an object of class "seas".
stats	character vector; if specified, only a subset of the available stats are returned. This speeds up the call, as only a subset needs to be type converted. Should be used for programming.
simplify	logical; should the result be simplified to a vector or matrix, if possible?
fail	logical; if TRUE, an error is dropped if an element of stats is missing in names(udg(x)).
...	further arguments (not used)

Value

qs returns the QS statistics for seasonality of input and output series and the corresponding p-values.

AIC, BIC, nobs and logLik return the corresponding statistics.

References

Vignette with a more detailed description: http://www.seasonal.website/seasonal.html

Comprehensive list of R examples from the X-13ARIMA-SEATS manual: http://www.seasonal.website/examples.html

Official X-13ARIMA-SEATS manual: https://www2.census.gov/software/x-13arima-seats/x13as/windows/documentation/docx13as.pdf

See Also

seas() for the main function.

series(), for universal X-13 output extraction.

plot.seas(), for diagnostical plots.

out(), for accessing the full output of X-13ARIMA-SEATS.

Examples

m <- seas(AirPassengers, x11 = "")

qs(m)
AIC(m)
BIC(m)
nobs(m)
logLik(m)

# a list with all entries from udg
udg(m)

# extracting a few selected stats from udg
udg(m, c("f3.m02", "f3.m05", "qsori"))  # returns a list
udg(m, c("f3.m02", "f3.m05"))           # returns a vector

# faster than:
udg(m)[c("f3.m01", "f3.m02", "qsori")]

seasonal documentation built on April 18, 2022, 9:06 a.m.