coef.dfa {signalextraction}R Documentation

ARMA-coefficients for the Direct Filter Approach's Output

Description

The one-sided filter that is obtained from dfa is translated into an ARMA(16,16)-model. These ARMA-coefficients are returned here.

Usage

## S3 method for class 'dfa':
coef(object, ...)

Arguments

object An R object of class "dfa", typically the result of dfa().
... Further arguments passed to or from other methods.

Value

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.

Author(s)

Marc Wildi & Marcel Dettling, <[wia/dem]@zhwin.ch>

References

Marc Wildi, Real-Time Signal Extraction (Beyond Maximum Likelihood Principles), Springer. To appear in 2007.

See Also

dfa

Examples

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))

[Package signalextraction version 2.0.3 Index]