fDMA (version 2.2.8)

summary.reg: Summarizes Outcomes from reg Object.

Description

The function summarizes selected outcomes obtained from roll.reg and rec.reg.

Usage

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

Value

Called for printing.

Arguments

object

an object of reg class

...

not used

Details

The function produces the outcomes as print.reg.

Additionally, it provides how often p-values for t-test of statistical significance for each independent variable in the model is below 1%, 5% and 10%, respectively.

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
roll <- roll.reg(y=ld.wti,x=ld.drivers,window=100)
rec <- rec.reg(y=ld.wti,x=ld.drivers)
summary(roll)
summary(rec)