arfima (version 1.8-1)

summary.arfima: Extensive Summary of an Object

Description

Provides a very comprehensive summary of a fitted arfima object. Includes correlation and covariance matrices (observed and expected), the Fisher Information matrix of those parameters for which it is defined, and more, for each mode.

Usage

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

Value

A list of lists (one for each mode) of all relevant information about the fit that can be passed to print.summary.arfima.

Arguments

object

A fitted arfima object

digits

The number of digits to print

...

Optional arguments, currently not used.

Author

JQ (Justin) Veenstra

References

Veenstra, J.Q. Persistence and Antipersistence: Theory and Software (PhD Thesis)

See Also

arfima, iARFIMA, vcov.arfima

Examples

data(tmpyr)

fit <- arfima(tmpyr, order = c(1, 0, 1), back=TRUE)
fit

summary(fit)