Lisa wrote:

Dear R people,
I'm not able to have the component residuals, fitted.value ....from an
aparchFit() estimation as explain in the Value of aparchFit Help, package
fSeries.

OK, let's try together:

# starting with the second example on the cited help page:

 temp <- aparchFit(ts,
   order = list(alpha.lags = 1, beta.lags = c(1, 5), delta = 1),
   opt = list(gamma=FALSE, delta=FALSE, disparm=FALSE),
   doprint=FALSE)

 temp$fitted.values # Hmmm ..
NULL

 str(temp) # Ahh!

List of 13
 $ par        : num [1:4] 12.807 -1.833 -1.174 -0.687
 $ value      : num -51190
 $ counts     : Named int [1:2] 167 NA
  ..- attr(*, "names")= chr [1:2] "function" "gradient"
 $ convergence: int 0

[SNIP]

 - attr(*, "class")= chr "fAPARCH"

Obviously, this is a documentation bug. Please send bug reports re. contributed packages to the package maintainer!

I'm CCing to the maintainer, Diethelm Wuertz.

Uwe Ligges



Could someone help me?
Thanks in advance.
Lisa

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