summary.DSFM1D: Summarizing DSFM Fits for One-Dimensional Data

In MarcGumowski/dysefamor: Estimation Algorithm of Dynamic Semiparametric Factor Model

Description

summary method for class "DSFM1D".

Usage

## S3 method for class 'DSFM1D'
summary(object, ...)

Arguments

object	an object of class "DSFM1D".
...	further arguments passed to or from other methods.

Value

The function summary.DSFM1D returns a list of summary statistics of the fitted DSFM given in object, using the components (list elements) "call" from its arguments, plus:

ZHat	a summary of the estimated factor loadings.
EV	the Explained Variance, used to select the approriate number of factors.
RMSE	the Root Mean Squared Error, used to compare the goodness- of-fit between models.
AIC	The bandwidth and its selection criteria.

See Also

DSFM1DData, DSFM, DSFM1D, plot.DSFM1D, predict.DSFM1D.

MarcGumowski/dysefamor documentation built on May 7, 2019, 2:47 p.m.