seasonal (version 1.8.4)

summary.seas: Summary of a X13-ARIMA-SEATS seasonal adjustment

Description

Like the corresponding method for "lm" objects, the method for "seas" objects returns the estimated coefficients, its standard errors, z-statistics and corresponding (two-sided) p-values. Coefficients are returned both for the exogenous regressors and the coefficients of the ARIMA model.

Usage

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

Arguments

object

an object of class "seas", usually, a result of a call to seas().

stats

(experimental) character vector, additional stat to be shown in the summary output. function. For a list of all possible values, see the udg() function. If a value is not present, it will be ignored. Values can be specified via options. See examples.

…

further arguments passed to or from other methods.

x

an object of class "summary.seas", usually, a result of a call to summary.seas.

digits

the number of significant digits to use when printing.

signif.stars

logical. If TRUE, 'significance stars' are printed for each coefficient.

Value

summary.seas returns a list containing the summary statistics included in object, and computes the following additional statistics:

coefficients

a named matrix containing coefficients, standard deviations, t-values and p-values

transform

character string with the type of initial transformation

The print method prints the summary output in a similar way as the method for "lm".

Details

The lower part of the output shows additional information on the estimation:

Adjustment

use of SEATS or X11

ARIMA

structure of the seasonal ARIMA model

Obs.

number of observations

Transform

prior transformation

AICc, BIC

value of the information criterion (lower is better)

QS

test for seasonality in the final series; null hypothesis: no seasonality in final; signif. codes are shown if the null hypothesis is rejected. QS statistics for more series (e.g., the original series) can be extracted with qs().

Box-Ljung

test for residual autocorrelation; null hypothesis: no autocorrelation in residuals; signif. codes are shown if the null hypothesis is rejected. The test statistic is the result of Box.test(resid(m), lag = 24, type = "Ljung")

Shapiro

test for normality of the residuals; null hypothesis: normal distribution of the residuals; signif. codes are shown if the null hypothesis is rejected. The test statistic is the result of shapiro.test(resid(m))

Examples

# NOT RUN {
m <- seas(AirPassengers)
summary(m)

### user defined stats from the udg function
# (experimental, see ?udg)

# also show some M quality statistics for X11 in summary
options(seas.stats = c("f3.m01", "f3.m02", "f3.m03", "f3.m04"))
summary(seas(AirPassengers, x11 = ""))

# this does not affect the SEATS output
summary(seas(AirPassengers))

# reset to default
options(seas.stats = NULL)
# }