arfima: removeMode – R documentation

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removeMode

Removes a mode from an arfima fit.

Description

This function is useful if one suspects a mode is spurious and does not want to call the weed function.

Usage

removeMode(object, num)

Arguments

`object`	An object of class "arfima".
`num`	The number of the mode as in the printed value of the object.

Value

The original object with the mode removed.

Author(s)

JQ (Justin) Veenstra

Examples

set.seed(8765)
sim <- arfima.sim(1000, model = list(phi = 0.4, theta = 0.9, dfrac = 0.4))
fit <- arfima(sim, order = c(1, 0, 1), back=TRUE)
fit
fit <- removeMode(fit, 3)
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