tfarima (version 0.4.1)

coef.tfm: Coefficients of a Transfer Function Model

Description

Extracts the estimated coefficients from a fitted transfer function model of class tfm. This is a method for the generic coef function.

Usage

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

Value

A named numeric vector with the estimated coefficients of the model, including regression coefficients, transfer function parameters, and noise model parameters.

Arguments

object

An object of class tfm.

...

Further arguments (currently unused).

See Also

tfm

Examples

if (FALSE) {
mdl <- tfm(y, xreg = X, noise = um())
coef(mdl)
}