f.model.vector <- function(arima.mle.out) {
# modified 19 march 2016 to allow fixing parameters
param <- arima.mle.out$coef
label <- names(arima.mle.out$coef)
# multiply MA estimates by minus 1 to get to the standard parameterization
if (length(label) > 0) {
for (i in 1:length(param)) {
prefix <- substring(label[i], 1, 2)
if (prefix == "ma" || prefix == "sm")
param[i] = -param[i]
}
}
# opt <- rep(TRUE, length(param))
se <- rep(0, length(param))
# se[!opt] <- 0
t.ratio <- rep(NA, length(param))
# browser() if (!is.null(arima.mle.out$var.coef)) { se[opt] <- sqrt(diag(arima.mle.out$var.coef)) }
# t.ratio <- param/se
fixed <- arima.mle.out$fixed
kount.opt <- 0
if (length(label) > 0) {
for (i in 1:length(param)) {
if (is.na(fixed[i])) {
kount.opt <- kount.opt + 1
se[i] <- sqrt(diag(arima.mle.out$var.coef)[kount.opt])
t.ratio[i] <- param[i]/se[i]
}
}
}
esti.matrix <- cbind(param, se, t.ratio, param - 1.96 * se, param + 1.96 * se)
dimnames(esti.matrix) <- list(label, c("MLE", "se", "t.ratio", "95% lower", "95% upper"))
number.parameter <- sum(is.na(fixed))
return(list(esti.matrix = esti.matrix, number.parameter = number.parameter))
}
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