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arma-methods

Methods for Fitted ARMA Models


Description

Methods for fitted ARMA model objects.

Usage

## S3 method for class 'arma'
coef(object, ...)
## S3 method for class 'arma'
vcov(object, ...)
## S3 method for class 'arma'
residuals(object, ...)
## S3 method for class 'arma'
fitted(object, ...)
## S3 method for class 'arma'
print(x, digits = max(3, getOption("digits") - 3), ...)
## S3 method for class 'arma'
plot(x, ask = interactive(), ...)

Arguments

object, x

an object of class "arma"; usually, a result of a call to arma.

digits

see printCoefmat.

ask

Should the plot method work interactively? See interactive.

...

further arguments passed to or from other methods.

Value

For coef, a numeric vector; for vcov, a numeric matrix; for residuals and fitted a univariate time series; for plot and print, the fitted ARMA model object.

Author(s)

A. Trapletti

See Also


tseries

Time Series Analysis and Computational Finance

v0.10-48
GPL-2
Authors
Adrian Trapletti [aut], Kurt Hornik [aut, cre], Blake LeBaron [ctb] (BDS test code)
Initial release

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