diff options
-rw-r--r-- | R/estpoly.R | 40 |
1 files changed, 8 insertions, 32 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 679281d..b3f1f46 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -1,9 +1,9 @@ #' @export estpoly <- function(model,fitted.values,residuals,options=NULL, call,stats,termination=NULL,datainfo){ - out <- list(model=model,fitted.values=fitted.values,residuals=residuals, - datainfo=datainfo,call=call,stats=stats,options=options, - termination=termination) + out <- list(model=model,fitted.values=fitted.values, + residuals=residuals,input=input,call=call, + stats=stats,options=options,termination=termination) class(out) <- "estpoly" out } @@ -33,47 +33,23 @@ summary.estpoly <- function(object) } se <- sqrt(diag(getcov(object))) - - rownames(TAB) <- rep("a",nrow(TAB)) - - if(model$type=="arx"||model$type=="armax"){ - for(i in 1:na) rownames(TAB)[i] <- paste("a",i,sep="") - for(j in (na+1:nb)) { - rownames(TAB)[j] <- paste("b",j-na-1+nk,sep="") - } - if(model$type=="armax"){ - for(j in (na+nb+1:nc)) { - rownames(TAB)[j] <- paste("c",j-na-nb,sep="") - } - } - } else if(model$type=="oe"||model$type=="bj"){ - - for(i in 1:nb) rownames(TAB)[i] <- paste("b",i-1+nk,sep="") - for(j in (nb+1:nf)) { - rownames(TAB)[j] <- paste("f",j-nb,sep="") - } - } + params <- data.frame(Estimated=coefs,se=se) ek <- as.matrix(resid(object)) N <- nrow(ek); np <- nrow(TAB) mse <- t(ek)%*%ek/N fpe <- det(mse)*(1+np/N)/(1-np/N) - res <- list(call=object$call,coefficients=TAB,mse = mse, - fpe=fpe,df=object$df,model=model) + report <- list(fit=list(N=N,mse=mse,fpe=fpe),params=params) + res <- list(model=model,report=report) class(res) <- "summary.estpoly" res } #' @export print.summary.estpoly <- function(object,...){ - print(object$model,...) - cat("Call: ");print(object$call);cat("\n\n") - - print(coef(object),...) - cat(paste("\nMSE:",format(object$mse,digits=4), - "\tFPE:",format(object$fpe,digits=4))) - if(object$model$type=="arx") cat(paste("\nDoF:",object$df)) + print(object$model,se=object$report$params[,2],...) + print(object$report$fit,...) } #' @export |