# fracdiff-methods

0th

Percentile

##### Many Methods for "fracdiff" Objects

Many “accessor” methods for fracdiff objects, notably summary, coef, vcov, and logLik; further print() methods were needed.

Keywords
models, print
##### Usage
"coef"(object, ...)
"logLik"(object, ...)
"print"(x, digits = getOption("digits"), ...)
"summary"(object, symbolic.cor = FALSE, ...)
"print"(x, digits = max(3, getOption("digits") - 3), correlation = FALSE, symbolic.cor = x$symbolic.cor, signif.stars = getOption("show.signif.stars"), ...) "vcov"(object, ...) ##### Arguments x, object object of class fracdiff. digits the number of significant digits to use when printing. ... further arguments passed from and to methods. correlation logical; if TRUE, the correlation matrix of the estimated parameters is returned and printed. symbolic.cor logical. If TRUE, print the correlations in a symbolic form (see symnum) rather than as numbers. signif.stars logical. If TRUE, “significance stars” are printed for each coefficient. ##### See Also fracdiff to get "fracdiff" objects, confint.fracdiff for the confint method; further, fracdiff.var. ##### Aliases • coef.fracdiff • logLik.fracdiff • print.fracdiff • fitted.fracdiff • residuals.fracdiff • vcov.fracdiff • summary.fracdiff • print.summary.fracdiff ##### Examples set.seed(7) ts4 <- fracdiff.sim(10000, ar = c(0.6, -.05, -0.2), ma = -0.4, d = 0.2) modFD <- fracdiff( ts4$series, nar = length(ts4$ar), nma = length(ts4$ma))
## -> warning (singular Hessian) %% FIXME ???
coef(modFD) # the estimated parameters
vcov(modFD)
smFD <- summary(modFD)
smFD
coef(smFD) # gives the whole table
AIC(modFD) # AIC works because of the logLik() method

Documentation reproduced from package fracdiff, version 1.4-2, License: GPL (>= 2)

### Community examples

Looks like there are no examples yet.