R: Diagnostics summary for objects of class x12work
summary.x12work
R Documentation
Diagnostics summary for objects of class x12work
Description
Diagnostics summary for objects of class "x12work".
Usage
## S3 method for class 'x12work'
summary(object,fullSummary=FALSE, spectra.detail=FALSE,almostout=FALSE,
rsd.autocorr=NULL,quality.stat=FALSE,likelihood.stat=FALSE,aape=FALSE,id.rsdseas=FALSE,
slidingspans=FALSE,history=FALSE,identify=FALSE,...)
Arguments
object
an object of class "x12work".
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.
...
ignored at the moment
Details
Delivers a diagnostics summary.
Author(s)
Alexander Kowarik, Angelika Meraner
See Also
x12work,
diagnostics-class,
x12-methods
Examples
data(AirPassengers)
## Not run:
summary(x12work(AirPassengers,...),quality.stat=TRUE,res.autocorr="acf")
## End(Not run)