tsDyn (version 0.9-44)

nlar methods: nlar methods

Description

Generic ‘nlar’ methods. Method ‘nlar’ is described in a separate page: predict.nlar

Usage

# S3 method for nlar
AIC(object, k=2,…)
# S3 method for nlar
coef(object, …)
# S3 method for nlar
fitted(object, …)
# S3 method for nlar
MAPE(object, …)
# S3 method for nlar
mse(object, …)
# S3 method for nlar
print(x, digits = max(3, getOption("digits") - 3), …)
# S3 method for nlar
residuals(object, …)
# S3 method for nlar
summary(object, …)
# S3 method for nlar
plot(x, ask=interactive(), …)
# S3 method for nlar
toLatex(object, digits, label, …)

Arguments

x, object

fitted ‘nlar’ object

ask

graphical option. See par

digits

For print method, see printCoefmat.

k

numeric, the penalty per parameter to be used; the default k = 2 is the classical AIC

label

LaTeX label passed to the equation

…

further arguments to be passed to and from other methods

Details

MAPE

Mean Absolute Percent Error

mse

Mean Square Error

plot

Diagnostic plots

See Also

availableModels for listing all currently available models.

Examples

# NOT RUN {
x <- log10(lynx)
mod.setar <- setar(x, m=2, thDelay=1, th=3.25)
mod.setar
AIC(mod.setar)
mse(mod.setar)
MAPE(mod.setar)
coef(mod.setar)
summary(mod.setar)

e <- residuals(mod.setar)
e <- e[!is.na(e)]
plot(e)
acf(e)

plot(x)
lines(fitted(mod.setar), lty=2)
legend(x=1910, y=3.9,lty=c(1,2), legend=c("observed","fitted"))

plot(mod.setar)
# }