fDMA (version 2.2.8)

summary.dma: Summarizes Outcomes from dma Object.

Description

The function summarizes outcomes obtained from fDMA.

Usage

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

Value

Called for printing.

Arguments

object

an object of dma class

...

not used

Details

The function produces the outcomes as print.dma.

Additionally:

If object comes from Dynamic Model Averaging (DMA), it shows how often (in comparision to the whole analyzed period) a posterior inclusion probability for a given variable exceeds 1/2. It also shows minimum, maximum and mean posterior inclusion probability for every variable throughout the analyzed period.

If object comes from Dynamic Model Selection (DMS) or Median Probability Model (MED), it shows how often (in comparision to the whole analyzed period) a given variable is present in the selected model.

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")
# }
summary(m1)
summary(m2)