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
>
>
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