coef.FitFGN: Display estimated parameters from FitFGN

In FGN: Fractional Gaussian Noise and power law decay time series model fitting

Description

Method function to display fitted parameters, their standard errors and Z-ratio for FGN models fit with FitFGN.

Usage

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

Arguments

object	obj the output from FitFGN
...	optional parameters

Value

A matrix is returned. The columns of the matrix are labeled MLE, sd and Z-ratio. The rows labels indicate the AR coefficients which were estimated followed by mu, the estimate of mean.

Author(s)

A.I. McLeod

References

McLeod, A.I., Yu, Hao, Krougly, Zinovi L. (2007). Algorithms for Linear Time Series Analysis, Journal of Statistical Software.

Examples

data(NileMin)
out<-FitFGN(NileMin)
coef(out)

FGN documentation built on May 30, 2017, 7:19 a.m.