summary.dfm {dfms} | R Documentation |
DFM Summary Methods
Description
Summary and print methods for class 'dfm'. print.dfm
just prints basic model information and the factor transition matrix \textbf{A}
,
summary.dfm
returns all system matrices and additional residual and goodness of fit statistics - with a print method allowing full or compact printout.
Usage
## S3 method for class 'dfm'
print(x, digits = 4L, ...)
## S3 method for class 'dfm'
summary(object, method = switch(object$em.method, none = "2s", "qml"), ...)
## S3 method for class 'dfm_summary'
print(x, digits = 4L, compact = sum(x$info["n"] > 15, x$info["n"] > 40), ...)
Arguments
x , object |
an object class 'dfm'. |
digits |
integer. The number of digits to print out. |
... |
not used. |
method |
character. The factor estimates to use: one of |
compact |
integer. Display a more compact printout: |
Value
Summary information following a dynamic factor model estimation.
Examples
mod = DFM(diff(BM14_Q), 2, 3)
print(mod)
summary(mod)