R: Summarizing ARMA Model Fits

summary.arma {tseries} | R Documentation

## Summarizing ARMA Model Fits

### Description

Methods for creating and printing summaries of ARMA model fits.

### Usage

    ## S3 method for class 'arma'
    summary(object, ...)
    ## S3 method for class 'summary.arma'
    print(x, digits = max(3, getOption("digits") - 3),
          signif.stars = getOption("show.signif.stars"), ...)

### Arguments

`object` | an object of class `"arma"`; usually, a result of a call to `arma`.
`x` | an object of class `"summary.arma"`; usually, a result of a call to the summary method for objects of class `"arma"`.
`digits, signif.stars` | see `printCoefmat`.
`...` | further arguments passed to or from other methods.

### Details

The summary method computes the asymptotic standard errors of the coefficient estimates from the numerically differentiated Hessian matrix approximation. The AIC is computed from the conditional sum-of-squared errors and not from the true maximum likelihood function. That may be problematic.

### Value

A list of class `"summary.arma"`.

### See Also

`arma`

[Package tseries version 0.10-47 Index]