Summary function for object of class JD3AdlDisagg
Usage
# S3 method for class 'JD3AdlDisagg'
summary(object, ...)
Examples
Y <- rjd3toolkit::aggregate(rjd3toolkit::Retail$RetailSalesTotal, 1)
x <- rjd3toolkit::Retail$FoodAndBeverageStores
td <- adl_disaggregation(Y, indicators = x)
#> Warning: NaNs produced
summary(td)
#>
#> Likelihood statistics
#>
#> Number of observations: 19
#> Number of effective observations: -1
#> Number of estimated parameters: 2
#> LogLikelihood: -204.137
#> Standard error:
#> AIC: 412.2739
#> BIC: 413.8191
#>
#>
#> Model: FREE
#> Rho : 0.999999 ( 1.426621e-08 )
#>
#>
#> Regression model
#> coef se t
#> 1 1416.32105 991.8115 1.428014
#> 2 13.74219 NaN NaN
#> 3 -13.88406 NaN NaN