summary.arma: Summarizing ARMA Model Fits
Description
Methods for creating and printing summaries of ARMA model fits.Usage
## S3 method for class 'arma':
summary(object, \dots)
## S3 method for class 'summary.arma':
print(x, digits = max(3, getOptions("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"
.
...
further arguments passed to or from other methods.
Value
- A list of class
"summary.arma"
.
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.