coef.arfima {arfima}R Documentation

Extract Model Coefficients

Description

Extracts the coefficients from a arfima fit.

Usage

## S3 method for class 'arfima'
coef(object, tpacf = FALSE, digits = max(4,
  getOption("digits") - 3), ...)

Arguments

object

A fitted arfima object.

tpacf

If TRUE, the (ARMA) coefficients are in the transformed PACF space.

digits

The number of digits to print

...

Other optional arguments. Currently not used.

Value

A matrix of coefficients. The rows are for the modes, and the columns are for the model variables.

Author(s)

JQ (Justin) Veenstra

Examples



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
coef(fit)



[Package arfima version 1.7-0 Index]