coef.FitAR(FitAR)R Documentation

Display estimated parameters from output of FitAR

Description

Methods function to display fitted parameters, their standard errors and Z-ratio for AR models fit with FitAR and FitARLS.

Usage

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

Arguments

object obj the output from FitAR or FitARLS
... optional parameters

Value

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.

Author(s)

A.I. McLeod

References

McLeod, A.I. and Zhang, Y. (2006). Partial autocorrelation parameterization for subset autoregression. Journal of Time Series Analysis, 27, 599-612.

Examples

# 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)

  

[Package FitAR version 1.0 Index]