logLik.arfima: Extract Log-Likelihood Values

In JQVeenstra/arfima: Fractional ARIMA (and Other Long Memory) Time Series Modeling

Extract Log-Likelihood Values

Description

Extracts log-likelihood values from a arfima fit.

Usage

## S3 method for class 'arfima'
logLik(object, ...)

Arguments

object	A fitted arfima object
...	Optional arguments not currently used.

Details

Uses the function DLLoglikelihood from the package ltsa. The log-likelihoods returned are exact up to an additive constant.

Value

A vector of log-likelihoods, one for each mode, is returned, along with the degrees of freedom.

Author(s)

JQ (Justin) Veenstra

References

Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)

See Also

AIC.arfima

JQVeenstra/arfima documentation built on Jan. 31, 2024, 12:11 p.m.