summary method for class glarma and functions to
generate the estimates for this summary method.
# S3 method for glarma
summary(object, tests = TRUE, ...)
# S3 method for summary.glarma
print(x, digits = max(3L, getOption("digits") - 3L), ...)
glarmaModelEstimates(object)summary.glarma returns an object of class
"summary.glarma", a list with components
the component from object
null deviance of the GLM with the same regression structure as the GLARMA model.
null degrees of freedom of the GLM with the same regression structure as the GLARMA model.
the component from object.
the component from object.
the component from object.
the component from object.
the deviance of the fitted model.
the degrees of freedom of the fitted model.
the component from object.
the component from object.
vector specifying the count distribution of the GLARMA model, the iteration method and the type of residual used.
whether tests were asked for.
if tests is TRUE, the result of a call
to likTests, NULL otherwise.
the matrix of beta coefficients, standard errors, z-ratio and p-values.
the matrix of ARMA coefficients, standard errors, z-ratio and p-values.
when the count distribution is negative binomial, a matrix with 1 row, giving the negative binomial parameter, its standard error, z-ratio and p-value.
An object of class "glarma", obtained from a call
to glarma.
An object of class "summary.glarma", obtained from a
call to summary.glarma.
Numeric; minimum number of significant digits to be used for most numbers.
Logical; if TRUE, the likelihood-ratio test and
the Wald test are shown in the summary. The default is TRUE.
Further arguments passed to or from other methods.
"William T.M. Dunsmuir" <w.dunsmuir@unsw.edu.au> and "Cenanning Li" <cli113@aucklanduni.ac.nz>
glarma, summary.
## For examples see example(glarma)
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