distance {arfima}R Documentation

The distance between modes of an arfima fit.

Description

The distance between modes of an arfima fit.

Usage

distance(ans, p = 2, digits = 4)

Arguments

ans

An object of class "arfima".

p

The p in the p-norm to be used.

digits

The number of digits to print.

Value

A list of two data frames: one with distances in operator space, the second with distances in the transformed (PACF) space.

Author(s)

JQ (Justin) Veensta

References

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

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

distance(fit)



[Package arfima version 1.7-0 Index]