Summary method for JVN model objects

Print a compact summary of a fitted jvn_model, including convergence status, information criteria, and parameter estimates.

Usage

# S3 method for class 'jvn_model'
summary(object, ...)

Arguments

object

An object of class jvn_model.

...

Unused; included for method compatibility.

Value

The input object, invisibly.

See also

Other revision nowcasting: jvn_nowcast(), kk_nowcast(), plot.jvn_model(), plot.kk_model(), print.jvn_model(), print.kk_model(), summary.kk_model()

Examples

# \donttest{
gdp_growth <- dplyr::filter(
  tsbox::ts_pc(reviser::gdp),
  id == "EA",
  time >= min(pub_date),
  time <= as.Date("2020-01-01")
)
gdp_growth <- tidyr::drop_na(gdp_growth)
df <- get_nth_release(gdp_growth, n = 0:3)

result <- jvn_nowcast(
  df = df,
  e = 4,
  ar_order = 2,
  h = 0,
  include_news = TRUE,
  include_noise = TRUE
)
summary(result)
#> 
#> === Jacobs-Van Norden Model ===
#> 
#> Convergence: Success 
#> Log-likelihood: 256.22 
#> AIC: -490.44 
#> BIC: -465.7 
#> 
#> Parameter Estimates:
#>     Parameter Estimate Std.Error
#>         rho_1    0.900     0.278
#>         rho_2   -0.236     0.234
#>       sigma_e    0.001     0.497
#>    sigma_nu_1    0.070     0.006
#>    sigma_nu_2    0.052     0.004
#>    sigma_nu_3    0.001     0.036
#>    sigma_nu_4    0.633     0.210
#>  sigma_zeta_1    0.001     0.021
#>  sigma_zeta_2    0.001     0.009
#>  sigma_zeta_3    0.001     0.017
#>  sigma_zeta_4    0.042     0.004
#> 
# }