summary.tsgarch.profile: GARCH Profile Summary

In tsgarch: Univariate GARCH Models

GARCH Profile Summary

Description

Summary method for class “tsgarch.profile”

Usage

## S3 method for class 'tsgarch.profile'
summary(object, digits = 4, measure = "RMSE", ...)

Arguments

object	an object of class “tsgarch.profile”.
digits	integer, used for number formatting. Optionally, to avoid scientific notation, set ‘options(scipen=999)’.
measure	either one of the included measure in the summary slot of the returned object, which currently includes the relative error measures “RMSE”, “MAE”, “MAPE”, summary measures on the estimated values “MEAN”, “MEDIAN”, “P20” and “P80”, else any other user calculated measure which has been generated in the summary table post processing.
...	not currently used.

Value

A list with summary information of class “summary.tsgarch.profile”.

tsgarch documentation built on Oct. 12, 2024, 1:07 a.m.