coef.dma {fDMA} | R Documentation |
Extracts Averaged Coefficients from dma
Model.
Description
The function extracts the expected values of regression coefficients from the fDMA
model.
Usage
## S3 method for class 'dma'
coef(object, ...)
Arguments
object |
an object of |
... |
not used |
Value
matrix
of expected values of regression coefficients
Examples
wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- (diff(log(drivers)))[-1,]
m1 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.99,initvar=1,model="dma")
c <- coef(object=m1)
[Package fDMA version 2.2.7 Index]