# This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Library General Public License for more details. # # You should have received a copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA # Copyrights (C) # for this R-port: # 1999 - 2007, Diethelm Wuertz, GPL # Diethelm Wuertz # info@rmetrics.org # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file ################################################################################ # FUNCTION: SIMULATION AND FITTING: # coef.fARMA S3: Returns coefficidents from a fitted ARMA object # coefficients.fARMA S3: Synonyme for coef.fARMA # fitted.fARMA S3: Returns fitted values from a fitted ARMA object # residuals.fARMA S3: Returns residuals from a fitted ARMA object ################################################################################ coef.fARMA = function(object, ...) { # A function implemented by Diethelm Wuertz # Description: # Returns coefficients from a fitted ARMA object # Note: # Alternatively you can use coefficient(). # FUNCTION: # Coefficients: ans = object@fit$coef # Return Value: ans } # ------------------------------------------------------------------------------ fitted.fARMA = function(object, ...) { # A function implemented by Diethelm Wuertz # Description: # Returns fitted values from a fitted ARMA object # FUNCTION: # Fitted Values: ans = object@fitted$fitted classAns = class(object@data$x) if (classAns == "ts") ans = as.ts(ans) # Return Value: ans } # ------------------------------------------------------------------------------ residuals.fARMA = function(object, ...) { # A function implemented by Diethelm Wuertz # Description: # Returns Residuals from a Fitted ARMA Object # FUNCTION: # Check: # Residual Values: ans = object@residuals$residuals classAns = class(object@data$x) if (classAns == "ts") ans = as.ts(ans) # Return Value: ans } ################################################################################