coef.dfa {signalextraction} | R Documentation |
The one-sided filter that is obtained from
dfa
is translated into an ARMA(16,16)-model. These
ARMA-coefficients are returned here.
## S3 method for class 'dfa': coef(object, ...)
object |
An R object of class
"dfa" , typically the result of dfa() . |
... |
Further arguments passed to or from other methods. |
A matrix with 2 columns of 16 entries each. The first column contains the AR-coefficients, whereas the second is filled with the MA-coefficients.
Marc Wildi & Marcel Dettling, <[wia/dem]@zhwin.ch>
Marc Wildi, Real-Time Signal Extraction (Beyond Maximum Likelihood Principles), Springer. To appear in 2007.
data(fit) ## Instead of calling data(fit), one could run (time consuming) ## set.seed(21) ## data(x) ## fit <- dfa(x) coef(fit) plot(coef(fit))