> On 16 Jun 2016, at 17:07 , William Dunlap via R-help <r-help at
r-project.org> wrote:
>
> help(ar) should tell you how to get the coefficients. If, like me, you
> don't
> read help files, you can use str() to look at the structure of ar's
output.
Also notice that the output of rollapply is not an ar object. More likely a list
of them, so try rollingarma[[i]]$ar or maybe lapply(rollingarma,
function(x)x$ar) or sapply(rollingarma, "[[", "ar") or...
>
>> str(a <- ar(sin(1:30), aic=TRUE))
> List of 14
> $ order : int 2
> $ ar : num [1:2] 1.011 -0.918
> $ var.pred : num 0.0654
> $ x.mean : num 0.00934
> $ aic : Named num [1:15] 61.215 53.442 0 0.985 2.917 ...
> ..- attr(*, "names")= chr [1:15] "0" "1"
"2" "3" ...
> $ n.used : int 30
> $ order.max : num 14
> $ partialacf : num [1:14, 1, 1] 0.5273 -0.9179 -0.1824 -0.0477 -0.0393 ...
> $ resid : num [1:30] NA NA -0.0145 -0.0734 -0.0725 ...
> $ method : chr "Yule-Walker"
> $ series : chr "sin(1:30)"
> $ frequency : num 1
> $ call : language ar(x = sin(1:30), aic = TRUE)
> $ asy.var.coef: num [1:2, 1:2] 0.00583 -0.00308 -0.00308 0.00583
> - attr(*, "class")= chr "ar"
>> a$ar
> [1] 1.0112512 -0.9178554
>
>
>
>
> Bill Dunlap
> TIBCO Software
> wdunlap tibco.com
>
> On Thu, Jun 16, 2016 at 4:34 AM, T.Riedle <tr206 at kent.ac.uk>
wrote:
>
>> Hi everybody,
>>
>> I am trying to run an AR1 model using the ar() function as shown below.
>>
>>> rollingarma<-rollapply(data,width=36,function(data)
ar(data,aic=TRUE))
>>> head(rollingarma,50)
>> order ar var.pred x.mean aic n.used order.max
>> partialacf resid method series
>> [1,] 1 0.7433347 1.382908 49.99861 Numeric,16 36 15
>> Numeric,15 Numeric,36 "Yule-Walker" "data"
>> [2,] 1 0.7410181 1.565755 49.94778 Numeric,16 36 15
>> Numeric,15 Numeric,36 "Yule-Walker" "data"
>> [3,] 1 0.7636966 1.660581 49.86861 Numeric,16 36 15
>> Numeric,15 Numeric,36 "Yule-Walker" "data"
>>
>>
>> I get the table as shown above if I use head().
>>
>> How can I extract the ar coefficients from this table? I have already
>> tried coef() and rollingarma$ar but both do not work.
>> What can I do?
>>
>> Thanks for your help.
>>
>>
>> [[alternative HTML version deleted]]
>>
>> ______________________________________________
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>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
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> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
--
Peter Dalgaard, Professor,
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