summary.rank.models

object

A <code>int</code> indicating how the numbers should be rounded.

digits


Provides a summary of the rank.models results.


Generalized Method of Wavelet Moments (GMWM) is an estimation
technique for the parameters of time series models. It uses the wavelet variance
in a moment matching approach that makes it particularly suitable for the
estimation of certain state-space models. Furthermore, there exists a robust
implementation of GMWM, which allows the robust estimation of some state-space
models and ARIMA models. Lastly, the package provides the ability to quickly
generate time series data, perform different wavelet decompositions, and
visualizations.

summary.rank.models: Summary function for rank.models object

Description

Usage

Arguments