| summary.arma {tseries} | R Documentation |
Methods for creating and printing summaries of ARMA model fits.
## S3 method for class 'arma'
summary(object, ...)
## S3 method for class 'summary.arma'
print(x, digits = max(3, getOption("digits") - 3),
signif.stars = getOption("show.signif.stars"), ...)
object |
an object of class |
x |
an object of class |
digits, signif.stars |
see |
... |
further arguments passed to or from other methods. |
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.
A list of class "summary.arma".