coef.FitFGN {FGN} | R Documentation |
Method function to display fitted parameters, their standard errors and Z-ratio for FGN models fit with FitFGN.
## S3 method for class 'FitFGN': coef(object, ...)
object |
obj the output from FitFGN |
... |
optional parameters |
A matrix is returned. The columns of the matrix are labeled MLE, sd and Z-ratio. The rows labels indicate the AR coefficients which were estimated followed by mu, the estimate of mean.
A.I. McLeod
McLeod, A.I., Yu, Hao, Krougly, Zinovi L. (2007). Algorithms for Linear Time Series Analysis, Journal of Statistical Software.
data(NileMin) out<-FitFGN(NileMin) coef(out)