Description Usage Arguments Author(s) See Also Examples

Many “accessor” methods for `fracdiff`

objects,
notably `summary`

, `coef`

, `vcov`

, and
`logLik`

; further `print()`

methods were needed.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | ```
## 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'
vcov(object, ...)
``` |

`x, object` |
object of class |

`digits` |
the number of significant digits to use when printing. |

`...` |
further arguments passed from and to methods. |

`correlation` |
logical; if |

`symbolic.cor` |
logical. If |

`signif.stars` |
logical. If |

Martin Maechler

`fracdiff`

to get `"fracdiff"`

objects,
`confint.fracdiff`

for the `confint`

method;
further, `fracdiff.var`

.

1 2 3 4 5 6 7 8 9 10 | ```
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
``` |

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