R: Many Methods for "fracdiff" Objects

fracdiff-methods {fracdiff} | R Documentation

## Many Methods for "fracdiff" Objects

### Description

Many “accessor” methods for `fracdiff` objects, notably `summary`, `coef`, `vcov`, and `logLik`; further `print()` methods were needed.

### Usage

    ## S3 method for class 'fracdiff'
    coef(object, ...)
    ## S3 method for class 'fracdiff'
    logLik(object, ...)
    ## S3 method for class 'fracdiff'
    print(x, digits = getOption("digits"), ...)
    ## S3 method for class 'fracdiff'
    summary(object, symbolic.cor = FALSE, ...)
    ## S3 method for class 'summary.fracdiff'
    print(x, digits = max(3, getOption("digits") - 3),
            correlation = FALSE, symbolic.cor = x$symbolic.cor,
            signif.stars = getOption("show.signif.stars"), ...)

    ## S3 method for class 'fracdiff'
    vcov(object, ...)

### Arguments

`x, object` | object of class `fracdiff`.
`digits` | the number of significant digits to use when printing.
`...` | further arguments passed from and to methods.
`correlation` | logical; if `TRUE`, the correlation matrix of the estimated parameters is returned and printed.
`symbolic.cor` | logical. If `TRUE`, print the correlations in a symbolic form (see `symnum`) rather than as numbers.
`signif.stars` | logical. If `TRUE`, “significance stars” are printed for each coefficient.

### Author(s)

Martin Maechler

### See Also

`fracdiff` to get `"fracdiff"` objects, `confint.fracdiff` for the `confint` method; further, `fracdiff.var`.

### Examples

    set.seed(7)
    ts4 <- fracdiff.sim(10000, ar = c(0.6, -.05, -0.2), ma = -0.4, d = 0.2)
    modFD <- fracdiff( ts4$series, nar = length(ts4$ar), nma = length(ts4$ma))
    ## -> warning (singular Hessian) %% FIXME ???
    coef(modFD) # the estimated parameters
    vcov(modFD)
    smFD <- summary(modFD)
    smFD
    coef(smFD) # gives the whole table
    AIC(modFD) # AIC works because of the logLik() method

[Package fracdiff version 1.4-2 Index]