fitted.arfima | R Documentation |
Extract fitted values from an arfima
object.
## S3 method for class 'arfima' fitted(object, ...)
object |
A |
... |
Optional parameters. Currently not used. |
A list of vectors of fitted values, one for each mode.
JQ (Justin) Veenstra
Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)
arfima
, resid.arfima
set.seed(8564) sim <- arfima.sim(1000, model = list(phi = c(0.2, 0.1), dfrac = 0.4, theta = 0.9)) fit <- arfima(sim, order = c(2, 0, 1), back=TRUE) fit resid <- resid(fit) par(mfrow = c(1, 3)) fitted <- fitted(fit) plot(fitted[[1]], resid[[1]]) plot(fitted[[2]], resid[[2]]) plot(fitted[[3]], resid[[3]]) par(mfrow = c(1, 1))
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