Summarize a Mixed-Frequency Model

Usage

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

Arguments

object: A "mf_model" object returned by mf_model().
...: Unused.

Value

object, invisibly.

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
)

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       
#> -----------------------------------