fitted.arfima | R Documentation |
Extract fitted values from an arfima
object.
## S3 method for class 'arfima'
fitted(object, ...)
object |
A |
... |
Optional parameters. Currently not used. |
A list of vectors of fitted values, one for each mode.
JQ (Justin) Veenstra
Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)
arfima
, resid.arfima
set.seed(8564)
sim <- arfima.sim(1000, model = list(phi = c(0.2, 0.1), dfrac = 0.4, theta = 0.9))
fit <- arfima(sim, order = c(2, 0, 1), back=TRUE)
fit
resid <- resid(fit)
par(mfrow = c(1, 3))
fitted <- fitted(fit)
plot(fitted[[1]], resid[[1]])
plot(fitted[[2]], resid[[2]])
plot(fitted[[3]], resid[[3]])
par(mfrow = c(1, 1))
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.