summarize
Display estimation results of vector autoregression (VAR) model
Description
summarize(
displays a summary of the VAR(p) model Mdl
)Mdl
.
If
Mdl
is an estimated VAR model returned byestimate
, thensummarize
prints estimation results to the MATLAB® Command Window. The display includes a table of parameter estimates with corresponding standard errors, t statistics, and p-values. The summary also includes the loglikelihood, Akaike Information Criterion (AIC), and Bayesian Information Criterion (BIC) model fit statistics, as well as the estimated innovations covariance and correlation matrices.If
Mdl
is an unestimated VAR model returned byvarm
, thensummarize
prints the standard object display (the same display thatvarm
prints during model creation).
Examples
Input Arguments
Output Arguments
Version History
Introduced in R2017a