fd-methods: Many Methods for "fracdiff" Objects

In fracdiff: Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Models

Many Methods for "fracdiff" Objects

Description

Many “accessor” methods for fracdiff objects, notably summary, coef, vcov, and logLik; further print() methods were needed.

Usage

## S3 method for class 'fracdiff'
coef(object, ...)
## S3 method for class 'fracdiff'
logLik(object, ...)
## S3 method for class 'fracdiff'
print(x, digits = getOption("digits"), ...)
## S3 method for class 'fracdiff'
summary(object, symbolic.cor = FALSE, ...)
## S3 method for class 'summary.fracdiff'
print(x, digits = max(3, getOption("digits") - 3),
        correlation = FALSE, symbolic.cor = x$symbolic.cor,
        signif.stars = getOption("show.signif.stars"), ...)
## S3 method for class 'fracdiff'
fitted(object, ...)
## S3 method for class 'fracdiff'
residuals(object, ...)
## S3 method for class 'fracdiff'
vcov(object, ...)

Arguments

x, object	object of class fracdiff.
digits	the number of significant digits to use when printing.
...	further arguments passed from and to methods.
correlation	logical; if TRUE, the correlation matrix of the estimated parameters is returned and printed.
symbolic.cor	logical. If TRUE, print the correlations in a symbolic form (see symnum) rather than as numbers.
signif.stars	logical. If TRUE, “significance stars” are printed for each coefficient.

Author(s)

Martin Maechler; Rob Hyndman contributed the residuals() and fitted() methods.

See Also

fracdiff to get "fracdiff" objects, confint.fracdiff for the confint method; further, fracdiff.var.

Examples

set.seed(7)
ts4 <- fracdiff.sim(10000, ar = c(0.6, -.05, -0.2), ma = -0.4, d = 0.2)
modFD <- fracdiff( ts4$series, nar = length(ts4$ar), nma = length(ts4$ma))
## -> warning (singular Hessian) %% FIXME ???
coef(modFD) # the estimated parameters
vcov(modFD)
smFD <- summary(modFD)
smFD
coef(smFD) # gives the whole table
AIC(modFD) # AIC works because of the logLik() method
stopifnot(exprs = {

})

fracdiff documentation built on May 29, 2024, 3:37 a.m.