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fDMA (version 2.2.8)

summary.altf3: Summarizes Outcomes from altf3 Object.

Description

The function summarizes selected outcomes obtained from altf3.

Usage

# S3 method for altf3
summary(object, ...)

Value

Called for printing.

Arguments

object

an object of altf3 class

...

not used

Details

The function produces the outcomes as print.altf3.

Additionally, it provides mean values of coefficients and how often p-values (averaged over selected window sizes) for t-test of statistical significance for each independent variable in the model are below 1%, 5% and 10%, respectively.

Examples

Run this code
# \donttest{
wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
a <- altf3(y=wti,x=drivers,windows=c(36,100,150))

summary(a)
# }

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