arma-methods: Methods for Fitted ARMA Models

In tseries: Time Series Analysis and Computational Finance

Methods for Fitted ARMA Models

Description

Methods for fitted ARMA model objects.

Usage

## S3 method for class 'arma'
coef(object, ...)
## S3 method for class 'arma'
vcov(object, ...)
## S3 method for class 'arma'
residuals(object, ...)
## S3 method for class 'arma'
fitted(object, ...)
## S3 method for class 'arma'
print(x, digits = max(3, getOption("digits") - 3), ...)
## S3 method for class 'arma'
plot(x, ask = interactive(), ...)

Arguments

object, x	an object of class "arma"; usually, a result of a call to arma.
digits	see printCoefmat.
ask	Should the plot method work interactively? See interactive.
...	further arguments passed to or from other methods.

Value

For coef, a numeric vector; for vcov, a numeric matrix; for residuals and fitted a univariate time series; for plot and print, the fitted ARMA model object.

Author(s)

A. Trapletti

See Also

arma

tseries documentation built on Sept. 23, 2024, 5:11 p.m.