udg: Diagnostical Statistics In seasonal: R Interface to X-13-ARIMA-SEATS

 udg R Documentation

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

`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.