tsDyn (version 11.0.4.1)

nlar-methods: NLAR methods

Description

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

Usage

# S3 method for nlar
coef(object, ...)
# S3 method for nlar
fitted(object, ...)
# S3 method for nlar
residuals(object, initVal = TRUE, timeAttr = TRUE, ...)
# S3 method for nlar
deviance(object, ...)
# S3 method for nlar
mse(object, ...)
# S3 method for nlar
AIC(object, k = 2, ...)
# S3 method for nlar
BIC(object, ...)
# S3 method for nlar
MAPE(object, ...)
# S3 method for nlar
summary(object, ...)
# S3 method for nlar
plot(x, ask = interactive(), ...)
# S3 method for nlar
toLatex(object, digits, label, ...)

Arguments

...

further arguments to be passed to and from other methods

initVal

Whether to return NA for initial values in residuals/predicitons etc

timeAttr

Whether the time attributes should be returned in the output

k

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

x, object

fitted ‘nlar’ object

ask

graphical option. See par

digits

For print method, see printCoefmat.

label

LaTeX label passed to the equation

Author

Antonio, Fabio Di Narzo

Details

MAPE

Mean Absolute Percent Error

mse

Mean Square Error

plot

Diagnostic plots

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)