fDMA (version 2.2.7)

coef.dma: Extracts Averaged Coefficients from dma Model.

Description

The function extracts the expected values of regression coefficients from the fDMA model.

Usage

# S3 method for dma
coef(object, ...)

Value

matrix of expected values of regression coefficients

Arguments

object

an object of dma class

...

not used

Examples

wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- (diff(log(drivers)))[-1,]
# \donttest{
m1 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.99,initvar=1,model="dma")
c <- coef(object=m1)
# }