Hi:
The gls function I used in my code is the following
fm<-gls(y~x,correlation=corARMA(p=2) )
My question is how to extact the AR(2) parameters from "fm".
The object "fm" is the following. How can I extract the correlation
parameters
Phi1 and Phi2 from "fm"? These two parametrs is not in the "coef" componenet
of "fm".
Thanks a lot!
liu
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> fm
Generalized least squares fit by REML
Model: y ~ x
Data: NULL
Log-restricted-likelihood: -1634.588
Coefficients:
(Intercept) x
16.0728672 0.2917921
Correlation Structure: ARMA(2,0)
Formula: ~1
Parameter estimate(s):
Phi1 Phi2
1.3368230 -0.4539957
Degrees of freedom: 480 total; 478 residual
Residual standard error: 20.80244
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