coef.FitARMA: coef method for class FitARMA

In FitARMA: Fit ARMA or ARIMA Using Fast MLE Algorithm

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)

Example output

Loading required package: FitAR
Loading required package: lattice
Loading required package: leaps
Loading required package: ltsa
Loading required package: bestglm
                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

FitARMA documentation built on May 2, 2019, 9:33 a.m.