summary.pointfore {PointFore} | R Documentation |
It presents results from the estimate.functional
estimation as summary does
for the lm
or gmm
class objects for example.
It also computes the test of overidentifying restrictions.
## S3 method for class 'pointfore'
summary(object, ...)
object |
An object of class |
... |
Other arguments when summary is applied to another class object |
It returns a list with the parameter estimates and their standard deviations, t-stat and p-values. It also returns the J-test and p-value for the null hypothesis that the forecast is generated by the postulated functional with an information set that contains the instruments.
# estimate.functional generates a pointfore object...
res <- estimate.functional(Y=GDP$observation, X=GDP$forecast,
model=constant,
instruments="const")
# ...which can be summarized with the \code{summary} function.
summary(res)