summary.bHP: Summary method for class 'bHP'

In chenyang45/BoostedHP: Boosted HP filter

Summary method for class bHP

Description

tables that summarize a bHP object.

Usage

## S3 method for class 'bHP'
summary(x, digit = 8)

Arguments

x	an object of class bHP
digit	controls the number of significant digits to print when printing numeric values. It is a suggestion only. Valid values are 1...22 with default 8. See the note in 'print.default' about values greater than 15.

Value

summary of raw data, trend component, the number of iterations, p-value, etc.

Examples

lam <- 100 # tuning parameter for the annual data

data(IRE) # load the data 'IRE'

# raw HP filter
bx_HP <- BoostedHP(IRE, lambda = lam, iter= FALSE)

# by BIC
bx_BIC <- BoostedHP(IRE, lambda = lam, iter= TRUE, stopping = "BIC")

# by ADF
bx_ADF <- BoostedHP(IRE, lambda = lam, iter= TRUE, stopping = "adf")

# by nonstop test type
# Iterated HP filter until Max_Iter and keep the path of BIC.

bx_nonstop <- BoostedHP(IRE, lambda = lam, iter= TRUE, stopping = "nonstop")

#--------- start to summary the content of bHP -----------------

summary(bx_ADF)
summary(bx_BIC)
summary(bx_nonstop)
summary(bx_HP)

chenyang45/BoostedHP documentation built on Nov. 12, 2022, 11:36 a.m.