summary.arma: Summarizing ARMA Model Fits
Description
Methods for creating and printing summaries of ARMA model fits.Usage
# S3 method for arma
summary(object, …)
# S3 method for summary.arma
print(x, digits = max(3, getOption("digits") - 3),
signif.stars = getOption("show.signif.stars"), …)
Arguments
object
an object of class "arma"
; usually, a result of a
call to arma
. x
an object of class "summary.arma"
; usually, a result
of a call to the summary method for objects of class "arma"
.
…
further arguments passed to or from other methods.
Value
A list of class "summary.arma"
.Details
The summary method computes the asymptotic standard errors of the
coefficient estimates from the numerically differentiated Hessian
matrix approximation. The AIC is computed from the conditional
sum-of-squared errors and not from the true maximum likelihood
function. That may be problematic.