coef.FitAR(FitAR) | R Documentation |
Methods function to display fitted parameters, their standard errors and Z-ratio for AR models fit with FitAR and FitARLS.
## S3 method for class 'FitAR': coef(object, ...)
object |
obj the output from FitAR or FitARLS |
... |
optional parameters |
A matrix is returned. The columns of the matrix are labelled MLE, sd and Z-ratio. The rows labels indicate the AR coefficients which were estimated followed by mu, the mean.
A.I. McLeod
McLeod, A.I. and Zhang, Y. (2006). Partial autocorrelation parameterization for subset autoregression. Journal of Time Series Analysis, 27, 599-612.
# Fit subset AR to SeriesA data(SeriesA) outA<-FitAR(SeriesA, c(1,2,7)) coef(outA) # outALS<-FitARLS(SeriesA, c(1,2,7)) coef(outALS)