summary.vws: Summarizes vws estimate results

In bjorn81/vws: Multivariate time series regression in R

Description

summary.vws summarizes the results of a regression with ARMA errors

Usage

## S3 method for class 'vws'
summary(object)

Arguments

object

an object of class vws

Details

Shows the most important information about the regression

Value

the imput object is returned silently

Examples

#'eu<-data.frame(EuStockMarkets)
eu$date<-seq.Date(from = as.Date('2014-01-30'), by = 'day', length.out = nrow(eu))
reg<-vws(diff(DAX, 1)~diff(CAC,1)+diff(SMI,1)+lag(diff(SMI,1),-5), ar=1, ma = 0, 
   data = subset(eu, subset = date>'2019-01-01'), datecolumn = "date")
summary(reg)

bjorn81/vws documentation built on May 16, 2019, 4:54 p.m.