Summarizing IVX-AR Model Fits

Source: R/ivx-ar.R

summary method for class "ivx".

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

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

Arguments

object

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

...

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_ar(Ret ~ LTY, data = kms)

summary(mod)
#> 
#> Call:
#> ivx_ar(formula = Ret ~ LTY, data = kms, horizon = 1)
#> 
#> Auto () with AR terms q = 5
#> 
#> Coefficients:
#>     Estimate Wald Ind Pr(> chi)
#> LTY -0.06808     0.89     0.346
#> 
#> Joint Wald statistic:  0.8897 on 1 DF, p-value 0.3456
#> Multiple R-squared:  0.0009652,	Adjusted R-squared:  -8.522e-06
#> Wald AR statistic: 9.517 on 5 DF, p-value 0.09013
#>