extracting coefficients from ar() output

help(ar) should tell you how to get the coefficients.  If, like me, you
don't
read help files, you can use str() to look at the structure of ar's output.

str(a <- ar(sin(1:30), aic=TRUE))

List of 14
 $ order       : int 2
 $ ar          : num [1:2] 1.011 -0.918
 $ var.pred    : num 0.0654
 $ x.mean      : num 0.00934
 $ aic         : Named num [1:15] 61.215 53.442 0 0.985 2.917 ...
  ..- attr(*, "names")= chr [1:15] "0" "1" "2" "3" ...
 $ n.used      : int 30
 $ order.max   : num 14
 $ partialacf  : num [1:14, 1, 1] 0.5273 -0.9179 -0.1824 -0.0477 -0.0393 ...
 $ resid       : num [1:30] NA NA -0.0145 -0.0734 -0.0725 ...
 $ method      : chr "Yule-Walker"
 $ series      : chr "sin(1:30)"
 $ frequency   : num 1
 $ call        : language ar(x = sin(1:30), aic = TRUE)
 $ asy.var.coef: num [1:2, 1:2] 0.00583 -0.00308 -0.00308 0.00583
 - attr(*, "class")= chr "ar"

a$ar

[1]  1.0112512 -0.9178554




Bill Dunlap
TIBCO Software
wdunlap tibco.com

Hi everybody,

I am trying to run an AR1 model using the ar() function as shown below.

rollingarma<-rollapply(data,width=36,function(data) ar(data,aic=TRUE))
head(rollingarma,50)

      order ar        var.pred x.mean   aic        n.used order.max
partialacf resid      method        series
 [1,] 1     0.7433347 1.382908 49.99861 Numeric,16 36     15
Numeric,15 Numeric,36 "Yule-Walker" "data"
 [2,] 1     0.7410181 1.565755 49.94778 Numeric,16 36     15
Numeric,15 Numeric,36 "Yule-Walker" "data"
 [3,] 1     0.7636966 1.660581 49.86861 Numeric,16 36     15
Numeric,15 Numeric,36 "Yule-Walker" "data"


I get the table as shown above if I use head().

How can I extract the ar coefficients from this table? I have already
tried coef() and rollingarma$ar but both do not work.
What can I do?

Thanks for your help.


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