print.artfima: Print Method for "arfima" Object

In artfima: ARTFIMA Model Estimation

Description

Displays the fitted model. The exact log-likelihood, AIC and BIC are shown. The signal-to-noise ratio (snr) is defined the (sample variance minus the estimated innovation variance) divided by the innovation variance. Similar to the coefficient of determination in regression, it indicates how much of the randomness is captured by the model.

Usage

## S3 method for class 'artfima'
print(x, ...)

Arguments

x	object of class "artfima"
...	optional arguments

Value

A terse summary is displayed

Author(s)

A. I. McLeod, [e-mail]

References

TBA

See Also

artfima

Examples

artfima(rnorm(100))

Example output

ARTFIMA(0,0,0), MLE Algorithm: exact, optim: BFGS
snr = 0.285, sigmaSq = 0.741614307223179
log-likelihood = -138.99, AIC = 285.97, BIC = 296.4
               est.  se(est.)
mean    -0.06532415 0.1377163
d      -29.98210760        NA
lambda  14.91282546        NA

artfima documentation built on May 2, 2019, 1:27 p.m.