tsDyn (version 0.9-1)

nlar methods: nlar methods

Description

Generic nlar methods. Method nlar is described in a separate page: predict.nlar

Usage

## S3 method for class 'nlar':
AIC(object, k=2,\dots)
## S3 method for class 'nlar':
coef(object, \dots)
## S3 method for class 'nlar':
fitted(object, \dots)
## S3 method for class 'nlar':
MAPE(object, \dots)
## S3 method for class 'nlar':
mse(object, \dots)
## S3 method for class 'nlar':
print(x, digits = max(3, getOption("digits") - 3), ...)
## S3 method for class 'nlar':
residuals(object, \dots)
## S3 method for class 'nlar':
summary(object, \dots)
## S3 method for class 'nlar':
plot(x, ask=interactive(), ...)
## S3 method for class 'nlar':
toLatex(object, \dots)

Arguments

x, object

fitted nlar object

ask

graphical option. See par

digits

See printCoefmat

k

numeric, the penalty per parameter to be used; the default k = 2 is the classical AIC

...

further arguments to be passed to and from other methods

Details

[object Object],[object Object],[object Object]

See Also

availableModels for listing all currently available models.

Examples

x <- log10(lynx)
mod.setar <- setar(x, m=2, thDelay=1, th=3.25)
mod.setar
AIC(mod.setar)
mse(mod.setar)
MAPE(mod.setar)
coef(mod.setar)
summary(mod.setar)

e <- residuals(mod.setar)
e <- e[!is.na(e)]
plot(e)
acf(e)

plot(x)
lines(fitted(mod.setar), lty=2)
legend(x=1910, y=3.9,lty=c(1,2), legend=c("observed","fitted"))

plot(mod.setar)