dear all, Is it possible to extract the response vector from a fitted arima object? For instance in glm it is allowed, by: obj.glm<-glm(y~x) obj.glm$y #the response vector In arima I can't find it: obj.arima<-arima(y, order=c(1,0,1)) #say names(obj.arima) doesn't seem to include the response. Am I wrong? Many thanks for your help, best, vito -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
extracting response from arima obj
3 messages · Kjetil Halvorsen, vito muggeo
3 days later
I have used the construction model.response(model.frame(object)) to get the response from a fitted model object (that was an glm, no reason it shouldnt work for an aov also). Kjetil halvorsen
vito muggeo wrote:
dear all, Is it possible to extract the response vector from a fitted arima object? For instance in glm it is allowed, by: obj.glm<-glm(y~x) obj.glm$y #the response vector In arima I can't find it: obj.arima<-arima(y, order=c(1,0,1)) #say names(obj.arima) doesn't seem to include the response. Am I wrong? Many thanks for your help, best, vito -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- 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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Oops, I said "arima" models (not aov) however many thanks for your response,....but it doesn't work!
class(obj)
[1] "Arima"
model.response(model.frame(obj))
Error in terms.default(formula, data = data) :
no terms component
vito
----- Original Message -----
From: "kjetil halvorsen" <kjetilh at umsanet.edu.bo>
To: "vito muggeo" <vito.muggeo at giustizia.it>
Cc: <r-help at stat.math.ethz.ch>
Sent: Tuesday, November 12, 2002 2:11 AM
Subject: Re: [R] extracting response from arima obj
I have used the construction model.response(model.frame(object)) to get the response from a fitted model object (that was an glm, no reason it shouldnt work for an aov also). Kjetil halvorsen vito muggeo wrote:
dear all, Is it possible to extract the response vector from a fitted arima
object?
For instance in glm it is allowed, by: obj.glm<-glm(y~x) obj.glm$y #the response vector In arima I can't find it: obj.arima<-arima(y, order=c(1,0,1)) #say names(obj.arima) doesn't seem to include the response. Am I wrong? Many thanks for your help, best, vito
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.
-.-.-
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