summary.dm {dynamo} | R Documentation |
summary method for class "dm"
summary.dm( object , diag.resid.lag=5 , ... )
object |
a dynamo symbolic description of the model to be simulated. |
diag.resid.lag |
the family of distributions of model innovations. |
... |
some desc |
The function summary.dm computes and returns a list of summary statistics of the fitted dynamic model given in obejct.
Christian T. Brownlees
# AR(1) GARCH(1,1) # simulate data #y <- rdm( y~0+ar(1)+garch(1,1) , innovations='st' , 1000 , param=c(0.2,0.2,0.1,0.8,0.1) ) # estimate #ar1garch11 <- dm( y~0+ar(1)+garch(1,1) , innovations='st' ) # view estimation results #summary( ar1garch11 ) # ACD(1,1) # simulate data #y <- rdm( y~acd(1,1), 1000 , param=c(0.1,0.8,0.1,20.0) ) # estimate #acd11 <- dm( y~acd(1,1) ) # view estimation results #summary( acd11 ) 1+1