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 "arima.rob".

correlation

a logical flag: if TRUE, correlation matrices of regression coefficients and ARIMA coefficients are also produced. The default is FALSE.

...

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 model component of object. See arima.rob.object for details.

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 corr=T.

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 corr=T.

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 arima.rob.

outliers

an object of class "summary.outliers".

See Also

arima.rob, arima.rob.object, summary.

Examples

frip.rr <- arima.rob(log(frip.dat) ~ 1, p=2, d=1)
summary(frip.rr)

[Package robustarima version 0.2.7 Index]