summary method for varlse class.
# S3 method for varlse
summary(object, ...)# S3 method for summary.varlse
print(x, digits = max(3L, getOption("digits") - 3L), signif_code = TRUE, ...)
# S3 method for summary.varlse
knit_print(x, ...)
summary.varlse
class additionally computes the following
namesVariable names
totobsTotal number of the observation
obsSample size used when training = totobs - p
pLag of VAR
coefficientsCoefficient Matrix
callMatched call
processProcess: VAR
covmatCovariance matrix of the residuals
corrmatCorrelation matrix of the residuals
rootsRoots of characteristic polynomials
is_stableWhether the process is stable or not based on roots
log_liklog-likelihood
icInformation criteria vector
AIC - AIC
BIC - BIC
HQ - HQ
FPE - FPE
A varlse object
not used
summary.varlse object
digit option to print
Check significant rows (Default: TRUE)
Lütkepohl, H. (2007). New Introduction to Multiple Time Series Analysis. Springer Publishing.