Methods for creating and printing summaries of ARMA model fits.
# 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"), …)
an object of class "arma"
; usually, a result of a
call to arma
.
an object of class "summary.arma"
; usually, a result
of a call to the summary method for objects of class "arma"
.
see printCoefmat
.
further arguments passed to or from other methods.
A list of class "summary.arma"
.
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.