hello, can some body help me to get the residuals and the variance of coefficient after an autoregressive fit. These values are present in the ar function of the package ts. But I don't know how to makes it work. thank you. meriema -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
ar(1)
2 messages · Meriema Belaidouni, Achim Zeileis
Meriema Belaidouni wrote:
hello, can some body help me to get the residuals and the variance of coefficient after an autoregressive fit. These values are present in the ar function of the package ts. But I don't know how to makes it work.
Just have a look at the help pages
help(ar)
If you fit the model by
ar.fit <- ar(x)
you can have a look at
ar.fit$resid # the residuals ar.fit$ar # the coefficients ar.fit$asy.var.coef # the asymptotic-theory variance matrix of
the coefficient estimates. or the other elements of the returned list. Achim --------------------------- Achim Zeileis Institut f?r Statistik Technische Universit?t Wien
thank you. meriema -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
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