nlar-methods: NLAR methods

In tsDyn: Nonlinear Time Series Models with Regime Switching

NLAR methods

Description

Generic ‘nlar’ methods. Method ‘nlar’ is described in a separate page: nlar

Usage

## S3 method for class 'nlar'
coef(object, ...)

## S3 method for class 'nlar'
fitted(object, ...)

## S3 method for class 'nlar'
residuals(object, initVal = TRUE, timeAttr = TRUE, ...)

## S3 method for class 'nlar'
deviance(object, ...)

## S3 method for class 'nlar'
mse(object, ...)

## S3 method for class 'nlar'
AIC(object, k = 2, ...)

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

## S3 method for class 'nlar'
MAPE(object, ...)

## S3 method for class 'nlar'
summary(object, ...)

## S3 method for class 'nlar'
plot(x, ask = interactive(), ...)

## S3 method for class 'nlar'
toLatex(object, digits, label, ...)

Arguments

...	further arguments to be passed to and from other methods
initVal	Whether to return NA for initial values in residuals/predicitons etc
timeAttr	Whether the time attributes should be returned in the output
k	numeric, the penalty per parameter to be used for AIC/BIC; the default k = 2 is the classical AIC
x, object	fitted ‘nlar’ object
ask	graphical option. See par
digits	For print method, see printCoefmat.
label	LaTeX label passed to the equation

Details

MAPE

Mean Absolute Percent Error

mse

Mean Square Error

plot

Diagnostic plots

Author(s)

Antonio, Fabio Di Narzo

See Also

availableModels for listing all currently available models.

Examples

x <- log10(lynx)
mod.setar <- setar(x, m=2, thDelay=1, th=3.25)
mod.setar
AIC(mod.setar)
mse(mod.setar)
MAPE(mod.setar)
coef(mod.setar)
summary(mod.setar)

e <- residuals(mod.setar)
e <- e[!is.na(e)]
plot(e)
acf(e)

plot(x)
lines(fitted(mod.setar), lty=2)
legend(x=1910, y=3.9,lty=c(1,2), legend=c("observed","fitted"))

plot(mod.setar)

tsDyn documentation built on Feb. 16, 2023, 6:57 p.m.