Print a Mixed-Frequency Model Summary
Usage
# S3 method for class 'summary.mf_model'
print(x, ...)Arguments
- x
A
"summary.mf_model"object returned bysummary.mf_model().- ...
Unused.
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
)
print(summary(model))
#> Mixed-frequency model summary
#> -----------------------------------
#> Target series: gdp_growth
#> Target frequency: quarter
#> Forecast horizon: 1
#> Estimation rows: 75
#> Regressors: baro
#> -----------------------------------
#> Target equation coefficients:
#> Estimate
#> (Intercept) -9.962
#> baro 0.104
#> -----------------------------------
#> Model fit:
#> Statistic Value
#> R-squared 0.477
#> Adjusted R-squared 0.469
#> Residual standard error 0.967
#> -----------------------------------
#> Indicator summary:
#> Frequency Predict Aggregation
#> baro month auto.arima mean
#> -----------------------------------
