summary.cArima: Summary method for object of class 'cArima'

In FMenchetti/CausalArima: Causal effect of an intervention using ARIMA models

Summary method for object of class 'cArima'

Description

Format and prints the point, cumulative and temporal average effects (standard errors and critical values) in a nice and clean output.

Usage

## S3 method for class 'cArima'
summary(x, type = "norm", horizon = NULL, digits = 3)

Arguments

x	Object of class cArima.
type	Character string indicating the summary to be produced. Possible values in c("norm", "boot"). Defaults to "norm".
horizon	Optional vector with elements of class Date. If provided, the function summarizes the point, cumulative and temporal average effects at the given time horizon(s).
digits	Integer, indicating the number of decimal places to show in the output.

Examples

## Example 1 (daily data, no predictors)
# Generating a time series of length 1000 and a vector of dates
y <- 0.5*seq(0.5, 250, by = 0.5) + rnorm(500, sd = 6)
dates <- seq.Date(from = as.Date("2014-01-05"), by = "days", length.out = 500)

# Adding a fictional intervention
int.date <- as.Date("2015-04-01")
horizon <- as.Date(c("2015-04-10", "2015-04-20"))
y.new <- y ; y.new[dates >= int.date] <- y.new[dates >= int.date]*1.25

# Causal effect estimation
ce <- CausalArima(y = y.new, auto = TRUE, ic = "aic",
                  dates = dates, int.date = int.date, nboot = 1000)

# Summary
summary(ce, type = "norm")
summary(ce, type = "boot", horizon = horizon)

## Example 2 (daily data, with predictors)
# Loading data and setting dates
data(sales)
y <- sales[, "Sales"]
dates <- as.Date(sales[, "Dates"])
int.date <- as.Date("2018-10-04")
horizon<- as.Date(c("2018-11-04","2019-01-04","2019-04-30"))
xreg <- sales[, "Price"]

# Causal effect estimation
ce <- CausalArima(y = ts(y, frequency = 7), xreg = xreg, int.date = int.date,
                  dates = dates, nboot = 100)

# Summary of the estimated effects at different time points (defined in horizon)
summary(ce, horizon = horizon)
summary(ce, type = "boot", horizon = horizon)

FMenchetti/CausalArima documentation built on May 14, 2024, 10:14 p.m.