summary.arima.rob {robustarima} | R Documentation |
Summary Method for arima.rob Objects
Description
Returns a summary list for an "arima.rob"
object.
Usage
## S3 method for class 'arima.rob'
summary(object, correlation = FALSE, ...)
Arguments
object |
an object of class |
correlation |
a logical flag: if |
... |
extra arguments passed to or from other methods. The summary method here ignore these arguments. |
Details
This function is a method for the generic function
summary
for class
"arima.rob"
. It can be invoked by
calling summary
for an object of the
appropriate class, or directly by calling
summary.arima.rob
regardless of the
class of the object.
Value
an object of class "summary.arima.rob"
which
must contain the following components:
ARIMA.model |
the same list as the |
reg.coef |
a matrix with four columns, containing the regression coefficients, their standard errors, the t-statistics and the corresponding p-values. |
regcoef.cov |
the estimated covariance matrix for the regression coefficients. |
regcoef.corr |
the estimated correlation matrix for the regression coefficients.
This is only present if |
AR.coef |
a matrix with four columns, containing the AR coefficients, their standard errors, the t-statistics and the p-values. |
MA.coef |
a matrix with four columns, containing the MA coefficients, their standard errors, the t-statistics and the p-values. |
sMA.coef |
an array which contains the seasonal moving average parameter, its standard error, the t-statistic and the p-value. |
ARIMA.cov |
the estimated covariance matrix of the ARMA coefficients. |
ARIMA.corr |
the estimated correlation matrix of the ARMA coefficients.
This is only present if |
n |
the length of the time series. |
df |
the number of degrees of freedom for the model. |
sigma |
the estimate of the innovations scale. |
call |
the image of the original call to |
outliers |
an object of class |
See Also
arima.rob
,
arima.rob.object
,
summary
.
Examples
frip.rr <- arima.rob(log(frip.dat) ~ 1, p=2, d=1)
summary(frip.rr)