Diagnostical Statistics
The udg function provides access to a large number of diagnostical
statistics. The qs function and the AIC, BIC and
logLik methods are wrappers that use udg to access some
specific diagnostical statistics.
udg(x, stats = NULL, simplify = TRUE, fail = TRUE) qs(x) ## S3 method for class 'seas' AIC(object, ...) ## S3 method for class 'seas' BIC(object, ...) ## S3 method for class 'seas' nobs(object, ...) ## S3 method for class 'seas' logLik(object, ...)
x, object |
an object of class |
stats |
character vector; if specified, only a subset of the available stats are returned. This speeds up the call, as only a subset needs to be type converted. Should be used for programming. |
simplify |
logical; should the result be simplified to a vector or matrix, if possible? |
fail |
logical; if |
... |
further arguments (not used) |
qs returns the QS statistics for seasonality of input and
output series and the corresponding p-values.
AIC, BIC, nobs and logLik return the
corresponding statistics.
Vignette with a more detailed description: http://www.seasonal.website/seasonal.html
Comprehensive list of R examples from the X-13ARIMA-SEATS manual: http://www.seasonal.website/examples.html
Official X-13ARIMA-SEATS manual: https://www.census.gov/ts/x13as/docX13ASHTML.pdf
seas() for the main function.
series(), for universal X-13 output extraction.
plot.seas(), for diagnostical plots.
out(), for accessing the full output of X-13ARIMA-SEATS.
m <- seas(AirPassengers, x11 = "")
qs(m)
AIC(m)
BIC(m)
nobs(m)
logLik(m)
# a list with all entries from udg
udg(m)
# extracting a few selected stats from udg
udg(m, c("f3.m02", "f3.m05", "qsori")) # returns a list
udg(m, c("f3.m02", "f3.m05")) # returns a vector
# faster than:
udg(m)[c("f3.m01", "f3.m02", "qsori")]Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.