An object of class FEXP
which is basically a list with components
callthe function call
.
ntime series length length(x)
.
Hthe “Hurst” parameter which is simply (1-theta[2])/2
.
coefficientsnumeric 4-column matrix as returned from
summary.glm()
, with estimate of the full parameter
vector \(\theta\), its standard error estimates, t- and P-values,
as from the glm(*, family = Gamma)
fit.
order.polythe effective polynomial order used.
max.order.polythe original order.poly
(argument).
early.stoplogical indicating if order.poly
is less than
max.order.poly
, i.e., the highest order polynomial terms were
dropped because of a non-significant P-value.
specthe spectral estimate \(f(\omega_j)\), at the Fourier
frequencies \(\omega_j\). Note that .ffreq(x$n)
recomputes the Fourier frequencies vector (from a fitted FEXP or
WhittleEst model x
).
yperraw periodogram of (centered and scaled x
) at
Fourier frequencies \(I(\omega_j)\).
There currently are methods for print(),
plot and lines (see
plot.FEXP) for objects of class "FEXP".