summary.td: Summary of a Temporal Disaggregation

In christophsax/tempdisagg: Methods for Temporal Disaggregation and Interpolation of Time Series

Summary of a Temporal Disaggregation

Description

summary method for class "td".

Usage

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

## S3 method for class 'summary.td'
print(
  x,
  digits = max(3, getOption("digits") - 3),
  signif.stars = getOption("show.signif.stars"),
  ...
)

Arguments

object	an object of class "td", usually, a result of a call to td().
...	further arguments passed to or from other methods.
x	an object of class "summary.td", usually, a result of a call to summary.td.
digits	the number of significant digits to use when printing.
signif.stars	logical. If TRUE, 'significance stars' are printed for each coefficient.

Value

summary.td returns a list containing the summary statistics included in object, and computes the following additional statistics:

n_l	number of low frequency observations
n	number of high frequency observations
ar_l	empirical auto-correlation of the low frequency series
coefficients	a named matrix containing coefficients, standard deviations, t-values and p-values

The print method prints the summary output in a similar way as the method for "lm".

See Also

td() for the main function for temporal disaggregation.

Examples

data(swisspharma)

mod1 <- td(sales.a ~ imports.q + exports.q)
summary(mod1)

mod2 <- td(sales.a ~ 0, to = "quarterly", method = "uniform")
summary(mod2)

christophsax/tempdisagg documentation built on Aug. 19, 2023, 9:07 p.m.