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coef.arfima

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)
arfima

Fractional ARIMA (and Other Long Memory) Time Series Modeling

v1.7-0
MIT + file LICENSE
Authors
JQ (Justin) Veenstra [aut, cre], A.I. McLeod [aut]
Initial release
2018-11-01

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