smooth.AutoMSARIMA.summary

AutoMSARIMA.summary(level=0.95, digits=4, type=None)

Generate a coefficient-table summary of the fitted model.

Mirrors R’s summary.adam: returns an object whose printed form is a table of estimates with standard errors, confidence intervals and significance marks, plus the error scale, sample size, parameter counts and information criteria. This is distinct from print(model) / str(model), which give the concise print.adam-style report.

Parameters:

  • level (float) – Confidence level for the coefficient intervals.

  • digits (int) – Number of decimal places for numeric output.

  • type ({"opg", "hessian", "bootstrap"}, optional) – Covariance estimator for the standard errors; defaults to "opg".

Returns:

Printable summary object (print(model.summary())).

Return type:

ADAMSummary

Examples

>>> model = ADAM(model="AAN")
>>> model.fit(y)
>>> print(model.summary())

Parent Class: AutoMSARIMA