summary.gmwm: Summary of GMWM object

In simts: Time Series Analysis Tools

Summary of GMWM object

Description

Displays summary information about GMWM object

Usage

## S3 method for class 'gmwm'
summary(
  object,
  inference = NULL,
  bs.gof = NULL,
  bs.gof.p.ci = NULL,
  bs.theta.est = NULL,
  bs.ci = NULL,
  B = 100,
  ...
)

Arguments

object	A GMWM object
inference	A value containing either: NULL (auto), TRUE, or FALSE
bs.gof	A value containing either: NULL (auto), TRUE, FALSE
bs.gof.p.ci	A value containing either: NULL (auto), TRUE, FALSE
bs.theta.est	A value containing either: NULL (auto), TRUE, FALSE
bs.ci	A value containing either: NULL (auto), TRUE, FALSE
B	An int that indicates how many bootstraps should be performed.
...	Other arguments passed to specific methods

Value

A summary.gmwm object with:

estimate	Estimated Theta Values
testinfo	Goodness of Fit Information
inference	Inference performed? T/F
bs.gof	Bootstrap GOF? T/F
bs.gof.p.ci	Bootstrap GOF P-Value CI? T/F
bs.theta.est	Bootstrap Theta Estimates? T/F
bs.ci	Bootstrap CI? T/F
starting	Indicates if program supplied initial starting values
seed	Seed used during guessing / bootstrapping
obj.fun	Value of obj.fun at minimized theta
N	Length of Time Series

Author(s)

JJB

simts documentation built on Nov. 5, 2025, 7:17 p.m.