coef.FitAR: Display Estimated Parameters from Output of "FitAR"

In FitAR: Subset AR Model Fitting

Description

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

Usage

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

Arguments

object	obj the output from FitAR
...	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 and Y. Zhang

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
 outA<-FitAR(SeriesA, c(1,2,7), ARModel="ARz")
 coef(outA)
#
 outALS<-FitAR(SeriesA, c(1,2,7), ARModel="ARp")
 coef(outALS)

FitAR documentation built on May 2, 2019, 3:22 a.m.