fracdiff-methods

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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
# S3 method for fracdiff
coef(object, …)
# S3 method for fracdiff
logLik(object, …)
# S3 method for fracdiff
print(x, digits = getOption("digits"), …)
# S3 method for fracdiff
summary(object, symbolic.cor = FALSE, …)
# S3 method for summary.fracdiff
print(x, digits = max(3, getOption("digits") - 3),
        correlation = FALSE, symbolic.cor = x$symbolic.cor,
        signif.stars = getOption("show.signif.stars"), …)


# S3 method for fracdiff
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
# NOT RUN {
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)

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