object of class x12Output-class, x12Single-class or x12Batch-class.
fullSummary
logical defining whether all available optional diagnostics below should be included in the summary.
spectra.detail
logical defining whether more detail on the spectra should be returned.
almostout
logical defining whether "almost" outliers should be returned.
rsd.autocorr
character or character vector specifying the type of autocorrelation of
the residuals that should be returned, i.e. the autocorrelations and/or partial autocorrelations
of the residuals and/or the autocorrelations of the squared residuals ("acf", "pacf", "acf2").
quality.stat
logical defining whether the second Q statistic, i.e. the Q Statistic computed w/o the M2 Quality Control Statistic,
and the M statistics for monitoring and quality assessment should be returned as well.
likelihood.stat
if TRUE, the likelihood statistics AIC, AICC, BIC and HQ are returned as well
as the estimated maximum value of the log likelihood function of the model for the untransformed data.
aape
logical defining whether the average absolute percentage error for forecasts should be returned.
id.rsdseas
logical defining whether the presence/absence of residual seasonality should be indicated.
slidingspans
logical defining whether the diagnostics output of the slidingspans analysis should be returned.
history
logical defining whether the diagnostics output of the (revision) history analysis should be returned.
identify
logical defining whether the (partial) autocorrelations of the residuals generated by the "identify" specification should be returned.
oldOutput
integer specifying the number of previous x12 runs stored in the x12OldOutput slot of
an x12Single-class or an x12Batch-class object that should be included in the summary.
print
TRUE/FALSE if the summary should be printed.
Methods
signature(x = "x12Output")
signature(x = "x12Single")
signature(x = "x12Batch")
Author(s)
Alexander Kowarik, Angelika Meraner
See Also
prev,
cleanArchive
Examples
## Not run:
# Summary of an "x12Single" object
x12path("../x12a.exe")
s <- new("x12Single",ts=AirPassengers,tsName="air")
s <- setP(s,list(estimate=TRUE,regression.variables="AO1950.1",outlier.types="all",
outlier.critical=list(LS=3.5,TC=2.5),backcast_years=1/2))
s <- x12(s)
summary.output<-summary(s)
s <- x12(setP(s,list(arima.model=c(0,1,1),arima.smodel=c(0,2,1))))
summary.output<-summary(s,oldOutput=1)
s <- x12(setP(s,list(arima.model=c(0,1,1),arima.smodel=c(1,0,1))))
summary.output<-summary(s,fullSummary=TRUE,oldOutput=2)
# Summary of an "x12Batch" object
xb <- new("x12Batch",list(AirPassengers,AirPassengers,
AirPassengers),tsName=c("air1","air2","air3"))
xb <- x12(xb)
xb <- setP(xb,list(arima.model=c(1,1,0),arima.smodel=c(1,1,0)),1)
xb <- x12(xb)
xb <- setP(xb,list(regression.variables=c("AO1955.5","AO1956.1","ao1959.3")),1)
xb <- setP(xb,list(regression.variables=c("AO1955.4")),2)
xb<- x12(xb)
xb <- setP(xb,list(outlier.types="all"))
xb <- setP(xb,list(outlier.critical=list(LS=3.5,TC=2.5)),1)
xb <- setP(xb,list(regression.variables=c("lpyear")),3)
xb<- x12(xb)
summary.output<-summary(xb,oldOutput=3)
## End(Not run)