summary.dm {dynamo}R Documentation

Summarizing Dynamic Model Fits

Description

summary method for class "dm"

Usage

summary.dm( object , diag.resid.lag=5 , ... )

Arguments

object a dynamo symbolic description of the model to be simulated.
diag.resid.lag the family of distributions of model innovations.
... some desc

Value

The function summary.dm computes and returns a list of summary statistics of the fitted dynamic model given in obejct.

Author(s)

Christian T. Brownlees

See Also

rdm

Examples

# 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

[Package dynamo version 0.1.3 Index]