LS.summary {LSTS} | R Documentation |
Summary for Locally Stationary Time Series
Description
Produces a summary of the results to Whittle
estimator to Locally Stationary Time Series (LS.whittle
function).
Usage
LS.summary(object)
Arguments
object |
(type: list) the output of |
Details
Calls the output from LS.whittle
and computes the standard
error and p-values to provide a detailed summary.
Value
A list with the following components:
summary |
a resume table with estimate, std. error, z-value and p-value of the model. |
aic |
AIC of the model. |
npar |
number of parameters in the model. |
See Also
Examples
fit_whittle <- LS.whittle(
series = malleco, start = c(1, 1, 1, 1),
order = c(p = 1, q = 0), ar.order = 1, sd.order = 1, N = 180, n.ahead = 10
)
LS.summary(fit_whittle)
[Package LSTS version 2.1 Index]