summary-methods {partsm} | R Documentation |
This method summarises the information provided by functions implemented in package 'partsm'.
In addition, a summary of the fitted models for the null and the alternative hypotheses is also added.
Javier Lopez-de-Lacalle javlacalle@yahoo.es.
fit.partsm-class
, Ftest.partsm-class
, and show
.
## Load data and select the deterministic components. data("gergnp") lgergnp <- log(gergnp, base=exp(1)) detcomp <- list(regular=c(0,0,0), seasonal=c(1,0), regvar=0) ## Fit an AR(4) model with intercept and seasonal dummies. dcar <- list(regular=c(1,0,c(1,2,3)), seasonal=c(0,0), regvar=0) out.ar <- fit.ar.par(wts=lgergnp, type="AR", detcomp=dcar, p=4) summary(out.ar) ## Fit a PAR(2) model with seasonal intercepts. detcomp <- list(regular=c(0,0,0), seasonal=c(1,0), regvar=0) out.par <- fit.ar.par(wts=lgergnp, type="PAR", detcomp=detcomp, p=2) summary(out.par) ## Fnextp.test Fnextp.out <- Fnextp.test(wts=lgergnp, detcomp=detcomp, p=1, type="PAR") summary(Fnextp.out) ## Fpar.test Fpar.out <- Fpar.test(wts=lgergnp, detcomp=detcomp, p=2) summary(Fpar.out) ## Fsh.test ar4 <- fit.ar.par(wts=lgergnp, type="AR", p=4, detcomp=detcomp) Fsh.out <- Fsh.test(res=residuals(ar4@lm.ar), s=frequency(lgergnp)) summary(Fsh.out) ## Fit a PIAR(2) model. out.piar <- fit.piar(wts=lgergnp, detcomp=detcomp, p=2) summary(out.piar) ## Fpari.piar.test Fpari1.out <- Fpari.piar.test(wts=lgergnp, detcomp=detcomp, p=2, type="PARI1") summary(Fpari1.out) ## Fit a PIAR(2) model with seasonal intercepts. out.piar <- fit.piar(wts=lgergnp, detcomp=detcomp, p=2) summary(out.piar) ## Test for a single unit root in a PAR(2) model with seasonal intercepts. out.LR <- LRurpar.test(wts=lgergnp, detcomp=detcomp, p=2) summary(out.LR)