vcov.arima.rob: Use <code>vcov()</code> on an <code>arima.rob</code> Model...

In robustarima: Robust ARIMA Modeling

Description

This is a method for the function vcov() for objects inheriting from class "arima.rob". See vcov for the general behavior of this function and for the interpretation of object.

Usage

## S3 method for class 'arima.rob'
vcov(object, nterm=1000, ...)

Arguments

object	an object inheriting from class "arima.rob".
nterm	an interger specifying the number of terms.
...	extra arguments passed to or from other methods. The method here ignore these arguments.

Value

the variance-covariance matrix of fitted arima.rob model returned from a call arima.rob.

See Also

arima.rob.object, vcov.

robustarima documentation built on May 1, 2021, 1:06 a.m.