extracting coefficients from ar() output

On 16 Jun 2016, at 17:07 , William Dunlap via R-help <r-help at r-project.org> wrote:

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

On Thu, Jun 16, 2016 at 4:34 AM, T.Riedle <tr206 at kent.ac.uk> wrote:

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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