summary.tsgarch.profile {tsgarch} | R Documentation |
GARCH Profile Summary
Description
Summary method for class “tsgarch.profile”
Usage
## S3 method for class 'tsgarch.profile'
summary(object, digits = 4, measure = "RMSE", ...)
Arguments
object |
an object of class “tsgarch.profile”. |
digits |
integer, used for number formatting. Optionally, to avoid scientific notation, set ‘options(scipen=999)’. |
measure |
either one of the included measure in the summary slot of the returned object, which currently includes the relative error measures “RMSE”, “MAE”, “MAPE”, summary measures on the estimated values “MEAN”, “MEDIAN”, “P20” and “P80”, else any other user calculated measure which has been generated in the summary table post processing. |
... |
not currently used. |
Value
A list with summary information of class “summary.tsgarch.profile”.
[Package tsgarch version 1.0.2 Index]