Last data update: 2014.03.03

R: coef method for class FitARMA
coef.FitARMAR Documentation

coef method for class FitARMA

Description

produces table showing parameters, standard errors and Z-ratios

Usage

## S3 method for class 'FitARMA'
coef(object, ...)

Arguments

object

class FitARMA object

...

auxiliary parameters

Value

matrix with 3 columns

Author(s)

A.I. McLeod

See Also

FitARMA

Examples

data(SeriesA)
out<-FitARMA(SeriesA, c(1,0,1))
coef(out)

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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Type 'demo()' for some demos, 'help()' for on-line help, or
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> library(FitARMA)
Loading required package: FitAR
Loading required package: lattice
Loading required package: leaps
Loading required package: ltsa
Loading required package: bestglm
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/FitARMA/coef.FitARMA.Rd_%03d_medium.png", width=480, height=480)
> ### Name: coef.FitARMA
> ### Title: coef method for class FitARMA
> ### Aliases: coef.FitARMA
> ### Keywords: ts
> 
> ### ** Examples
> 
> data(SeriesA)
> out<-FitARMA(SeriesA, c(1,0,1))
> coef(out)
                MLE           sd     Z-ratio
phi(1)    0.9086651   0.04260981 21.32525596
theta(1)  0.5758000   0.08343768  6.90095818
mu       17.0624365 319.55196104  0.05339487
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>