This method is summarizes the bridge model.
Usage
# S3 method for class 'bridge'
summary(object, ...)Arguments
- object
A
bridgeobject obtained frombridge().- ...
Additional arguments to be passed to the summary function. Ignored at the moment.
Examples
library(bridgr)
# Example usage
target_series <- suppressMessages(tsbox::ts_tbl(data.frame(
time = seq(as.Date("2020-01-01"), as.Date("2022-12-01"), by = "quarter"),
value = rnorm(12)
)))
indic_series <- suppressMessages(tsbox::ts_tbl(data.frame(
time = seq(as.Date("2020-01-01"), as.Date("2023-01-01"), by = "month"),
value = rnorm(37)
)))
bridge_model <- suppressMessages(bridge(
target = target_series,
indic = indic_series,
indic_predict = "mean",
indic_aggregators = "mean",
indic_lags = 2,
target_lags = 1,
h = 1
))
# Summarize the information in the bridge model
summary(bridge_model)
#> Bridge model summary
#> -----------------------------------
#> Main model:
#> -----------------------------------
#> Series: target_series
#> Regression with ARIMA(1,0,0) errors
#>
#> Coefficients:
#> ar1 intercept indic_series indic_series_lag1 indic_series_lag2
#> -0.2348 -0.1368 -0.9642 -0.2769 -0.2289
#> s.e. 0.3009 0.1359 0.2902 0.2916 0.2642
#>
#> sigma^2 = 0.4244: log likelihood = -6.47
#> AIC=24.93 AICc=52.93 BIC=26.75
#> -----------------------------------
#> Single indicator models:
#> -----------------------------------
#> Series: indic_series
#> Writing forward the mean over values in last low frequency period.
#> Aggregation to low frequency:
#> Using mean over values in corresponding periods.
#> -----------------------------------
