arfima: summary.arfima – R documentation

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summary.arfima

Extensive Summary of an Object

Description

Provides a very comprehensive summary of a fitted arfima object. Includes correlation and covariance matrices (observed and expected), the Fisher Information matrix of those parameters for which it is defined, and more, for each mode.

Usage

## S3 method for class 'arfima'
summary(object, digits = max(4, getOption("digits") -
  3), ...)

Arguments

`object`	A fitted `arfima` object
`digits`	The number of digits to print
`...`	Optional arguments, currently not used.

Value

A list of lists (one for each mode) of all relevant information about the fit that can be passed to print.summary.arfima.

Author(s)

JQ (Justin) Veenstra

References

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

Examples

data(tmpyr)

fit <- arfima(tmpyr, order = c(1, 0, 1), back=TRUE)
fit

summary(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