arfima (version 1.8-1)

coef.arfima: Extract Model Coefficients

Description

Extracts the coefficients from a arfima fit.

Usage

# S3 method for arfima
coef(object, tpacf = FALSE, digits = max(4, getOption("digits") - 3), ...)

Value

A matrix of coefficients. The rows are for the modes, and the columns are for the model variables.

Arguments

object

A fitted arfima object.

tpacf

If TRUE, the (ARMA) coefficients are in the transformed PACF space.

digits

The number of digits to print

...

Other optional arguments. Currently not used.

Author

JQ (Justin) Veenstra

Examples

# \donttest{
set.seed(8564)
sim <- arfima.sim(1000, model = list(phi = c(0.2, 0.1), dfrac = 0.4, theta = 0.9))
fit <- arfima(sim, order = c(2, 0, 1), back=TRUE)

fit
coef(fit)
# }