seasonal: summary.seas – R documentation

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summary.seas

Summary of a X13-ARIMA-SEATS seasonal adjustment

Description

Like the corresponding method for "lm" objects, the method for "seas" objects returns the estimated coefficients, its standard errors, z-statistics and corresponding (two-sided) p-values. Coefficients are returned both for the exogenous regressors and the coefficients of the ARIMA model.

Usage

## S3 method for class 'seas'
summary(object, stats = getOption("seas.stats"), ...)

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

Arguments

`object`	an object of class `"seas"`, usually, a result of a call to `seas()`.
`stats`	(experimental) character vector, additional stat to be shown in the `summary` output. function. For a list of all possible values, see the `udg()` function. If a value is not present, it will be ignored. Values can be specified via `options`. See examples.
`...`	further arguments passed to or from other methods.
`x`	an object of class `"summary.seas"`, usually, a result of a call to `summary.seas`.
`digits`	the number of significant digits to use when printing.
`signif.stars`	logical. If `TRUE`, 'significance stars' are printed for each coefficient.

Details

The lower part of the output shows additional information on the estimation:

Adjustment: use of SEATS or X11
ARIMA: structure of the seasonal ARIMA model
Obs.: number of observations
Transform: prior transformation
AICc, BIC: value of the information criterion (lower is better)
QS: test for seasonality in the final series; null hypothesis: no seasonality in final; signif. codes are shown if the null hypothesis is rejected. QS statistics for more series (e.g., the original series) can be extracted with qs().
Box-Ljung: test for residual autocorrelation; null hypothesis: no autocorrelation in residuals; signif. codes are shown if the null hypothesis is rejected. The test statistic is the result of Box.test(resid(m), lag = 24, type = "Ljung")
Shapiro: test for normality of the residuals; null hypothesis: normal distribution of the residuals; signif. codes are shown if the null hypothesis is rejected. The test statistic is the result of shapiro.test(resid(m))

Value

summary.seas returns a list containing the summary statistics included in object, and computes the following additional statistics:

`coefficients`	a named matrix containing coefficients, standard deviations, t-values and p-values
`transform`	character string with the type of initial transformation

The print method prints the summary output in a similar way as the method for "lm".

Examples

m <- seas(AirPassengers)
summary(m)

### user defined stats from the udg function
# (experimental, see ?udg)

# also show some M quality statistics for X11 in summary
options(seas.stats = c("f3.m01", "f3.m02", "f3.m03", "f3.m04"))
summary(seas(AirPassengers, x11 = ""))

# this does not affect the SEATS output
summary(seas(AirPassengers))

# reset to default
options(seas.stats = NULL)

seasonal

R Interface to X-13-ARIMA-SEATS

v1.8.2

GPL-3

Authors

Christoph Sax [aut, cre] (<https://orcid.org/0000-0002-7192-7044>), Dirk Eddelbuettel [ctb] (<https://orcid.org/0000-0001-6419-907X>)

Initial release

2021-03-23