summary.arfima | R Documentation |
Provides a very comprehensive summary of a fitted arfima
object.
Includes correlation and covariance matrices (observed and expected), the
Fisher Information matrix of those parameters for which it is defined, and
more, for each mode.
## S3 method for class 'arfima'
summary(object, digits = max(4, getOption("digits") - 3), ...)
object |
A fitted |
digits |
The number of digits to print |
... |
Optional arguments, currently not used. |
A list of lists (one for each mode) of all relevant information
about the fit that can be passed to print.summary.arfima
.
JQ (Justin) Veenstra
Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)
arfima
, iARFIMA
,
vcov.arfima
data(tmpyr)
fit <- arfima(tmpyr, order = c(1, 0, 1), back=TRUE)
fit
summary(fit)
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