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)
summary(td)
#>
#> Likelihood statistics
#>
#> Number of observations: 19
#> Number of effective observations:
#> Number of estimated parameters: 2
#> LogLikelihood: -245.4468
#> Standard error:
#> AIC: 494.8937
#> BIC: 496.4389
#>
#>
#> Model: FREE
#> Rho : 0.9796543 ( 0.3012567 )
#>
#>
#> Regression model
#> coef se t
#> 1 -1744.00681 1125.54344 -1.549480
#> 2 15.85902 3.89625 4.070329
#> 3 -15.69828 3.91388 -4.010927