fDMA (version 2.2.8)

print.dma: Prints dma Object.

Description

The function prints selected outcomes obtained from fDMA.

Usage

# S3 method for dma
print(x, ...)

Value

Called for printing.

Arguments

x

an object of dma class

...

not used

Details

The function prints parameters of an argument x, Root Mean Squared Error (RMSE) and Mean Absolute Error (MAE) from the estimated model. It also shows the number of observations, the number of models in averaging (selecting) procedure and the number of variables (including constant) used in the model. The number of models does not include the increase, if multiple lambda is used. The function also shows forecast quality measures for alternative forecasting methods, i.e., naive forecast (see also altf) and, if computed, for Auto ARIMA auto.arima.

Examples

wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- drivers[-1,]
ld.drivers[,c(4,6)] <- (diff(drivers[,c(4,6)]))[-1,]
ld.drivers[,c(1:2,5,7)] <- (diff(log(drivers[,c(1:2,5,7)])))[-1,]
ld.drivers[,c(3,6)] <- ld.drivers[,c(3,6)]/100
# \donttest{
m1 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.99,initvar=1,model="dma")
m2 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.99,initvar=1,model="dms")
# }
# \dontshow{
m1 <- fDMA(y=ld.wti[1:20,1],x=ld.drivers[1:20,1:4],alpha=0.99,lambda=0.99,initvar=1,model="dma")
m2 <- fDMA(y=ld.wti[1:20,1],x=ld.drivers[1:20,1:4],alpha=0.99,lambda=0.99,initvar=1,model="dms")
# }
print(m1)
print(m2)