Re: [R] ar(1)

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Subject: Re: [R] ar(1)
From: Achim Zeileis (zeileis@ci.tuwien.ac.at)
Date: Mon 15 Jan 2001 - 06:09:36 EST 

Message-ID: <3A620780.2485F429@ci.tuwien.ac.at>

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 für Statistik
Technische Universität Wien

> thank you.
> meriema
>
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