Summarizing IVX Model Fits

summary method for class "ivx".

# S3 method for class 'ivx'
summary(object, ...)

# S3 method for class 'summary.ivx'
print(
  x,
  digits = max(3L, getOption("digits") - 3L),
  signif.stars = getOption("show.signif.stars"),
  ...
)

Arguments

object

object of class "ivx", usually, a result of a call to ivx.

...

further arguments passed to or from other methods.

x

an object of class "summary.lm", usually, a result of a call to summary.lm.

digits

the number of significant digits to use when printing.

signif.stars

logical. If TRUE, ‘significance stars’ are printed for each coefficient.

Examples

mod <- ivx(Ret ~ LTY, data = monthly)

summary(mod)
#> 
#> Call:
#> ivx(formula = Ret ~ LTY, data = monthly, horizon = 1)
#> 
#> Coefficients:
#>     Estimate Wald Ind Pr(> chi)
#> LTY -0.06649    1.064     0.302
#> 
#> Joint Wald statistic:  1.064 on 1 DF, p-value 0.3024
#> Multiple R-squared:  0.001133,	Adjusted R-squared:  0.0001645
#>