fDMA (version 2.2.8)

summary.grid.roll.reg: Summarizes Outcomes from grid.roll.reg Objects.

Description

The function summarizes outcomes obtained from grid.roll.reg.

Usage

# S3 method for grid.roll.reg
summary(object, ...)

Value

Called for printing.

Arguments

object

an object of grid.roll.reg class

...

not used

Details

The function produces the outcomes as print.grid.roll.reg.

Additionally, it finds the model minimizing Root Mean Squared Error (RMSE) and minimizing Mean Absolute Error (MAE).

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{
grw <- c(50,100,150)
g <- grid.roll.reg(y=ld.wti,x=ld.drivers,grid.window=grw)

summary(g)
# }