Accessor Methods for Mixed-Frequency Models

Access standard model summaries from a fitted mf_model() object.

Usage

# S3 method for class 'mf_model'
coef(object, ...)

# S3 method for class 'mf_model'
confint(object, parm = NULL, level = 0.95, ...)

# S3 method for class 'mf_model'
formula(x, ...)

# S3 method for class 'mf_model'
nobs(object, ...)

# S3 method for class 'mf_model'
vcov(object, ...)

# S3 method for class 'mf_model'
fitted(object, ...)

# S3 method for class 'mf_model'
residuals(object, ...)

# S3 method for class 'mf_model'
print(x, ...)

Arguments

object, x

A fitted "mf_model" object returned by mf_model().

...

Unused.

parm, level

Passed to confint(). Confidence intervals are computed from the coefficient covariance matrix returned by stats::vcov().

Value

The requested model summary, usually delegated from the stored target regression fit.

x, invisibly.

Details

residuals.mf_model() returns target-equation residuals on the same standardized scale as the fitted target series, so they can be passed directly to downstream residual diagnostics.

Examples

gdp_growth <- tsbox::ts_pc(gdp)
#> [value]: 'values' 
#> [value]: 'values' 
gdp_growth <- tsbox::ts_na_omit(gdp_growth)
#> [value]: 'values' 
model <- mf_model(
  target = gdp_growth,
  indic = baro,
  indic_predict = "auto.arima",
  indic_aggregators = "mean",
  h = 1
)

coef(model)
#> (Intercept)        baro 
#>   -9.961997    0.103915