Methods for Fitted ARMA Models

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

A. Trapletti

See also

arma