Summarizing a iZIP INGARCH Model Fit

summary method for class tsizip.

# S3 method for tsizip
summary(object, ...)

# S3 method for summary.tsizip
print(
  x,
  digits = max(3, getOption("digits") - 3),
  signif.stars = getOption("show.signif.stars"),
  ...
)

Arguments

object	an object class 'tsizip', obtained from a call to tsglm.izip.
...	other arguments passed to or from other methods (currently unused).
x	a result of the default method of summary().
digits	numeric; minimum number of significant digits to be used for most numbers.
signif.stars	logical. If TRUE, ‘significance stars’ are printed for each coefficient.

Value

summary.tsizip returns an object of class "summary.tsizip", a list containing at least the following components:

call

the component from object.

family

the component from object.

coefficients

the matrix of coefficients, standard errors, z-values and p-values.

df

a 3-vector of the rank of the model and the number of residual degrees of freedom, plus number of coefficients.

Details

print.summary.tsizip tries to be smart about formatting the coefficients, standard errors and gives 'significance stars'. The coefficients component of the result gives the estimated coefficients and their estimated standard errors, together with their ratio. This third column is labelled as Z value as the dispersion is fixed for this family. A forth column gives the two-tailed p-value corresponding to Z value based on the asymptotic Normal reference distribution.

See also

coef.tsizip, fitted.tsizip, tsglm.izip.

Examples

## For examples see example(tsglm.izip)