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logLik.arfima

Extract Log-Likelihood Values

Description

Extracts log-likelihood values from a arfima fit.

Usage

## S3 method for class 'arfima'
logLik(object, ...)

Arguments

object

A fitted arfima object
...

Optional arguments not currently used.

Details

Uses the function DLLoglikelihood from the package ltsa. The log-likelihoods returned are exact up to an additive constant.

Value

A vector of log-likelihoods, one for each mode, is returned, along with the degrees of freedom.

Author(s)

JQ (Justin) Veenstra

References

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

See Also

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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