summaryArima: Summary for Regression with Autoregressive Errors

In dnepple/tprstats: TSB Statistics Package

Summary for Regression with Autoregressive Errors

Description

Displays results of regression estimated with autoregressive errors. The function will also provide a summary for a regression with both autoregressive and moving average terms.

Usage

summaryArima(arima_mod)

Arguments

arima_mod

The regression model with autoregressive errors.

Details

Consider a regression of y on x1, x2, and x3 that is estimated with second-order autoregressive errors as follows:
ar2Reg=with(mydata, Arima(y, xreg=cbind(x1,x2,x3), order=c(2,0,0), include.constant = TRUE))

The results of this regression are then reported by the following command:
summaryArima(ar2Reg)

Consider a regression of y on x1, x2, and x3 that is estimated with both first-order autoregressive and first-order moving average errors as follows:
armaReg=with(mydata, Arima(y, xreg=cbind(x1,x2,x3), order=c(1,0,1), include.constant = TRUE))

The results of this regression are then reported by the following command:
summaryArima(armaReg)

dnepple/tprstats documentation built on April 5, 2025, 6:18 a.m.