kelley — Feb 2, 2014, 1:16 PM
library(arfima)
Loading required package: ltsa
Loading required package: parallel
Attaching package: 'arfima'
The following object is masked from 'package:stats':
BIC
data(tmpyr)
fit <- arfima(tmpyr, order = c(1, 4, 1), numeach = c(3, 3))
Note: autoweed is ON. It is possible, but not likely,
that unique modes may be lost.
Beginning the fits with 27 starting values.
Warning: NaNs produced
Warning: NaNs produced
Warning: NaNs produced
fit
Number of modes: 16
Call:
arfima(z = tmpyr, order = c(1, 4, 1), numeach = c(3, 3))
Coefficients for fits:
Coef.1*: SE.1*: Coef.2*: SE.2*:
phi(1) -0.669839 0.0401366 -0.634891 0.0405955
theta(1) 0.943837 0.0399693 0.942641 0.0404781
d.f -0.999854 6.32456e-07 -0.999965 6.32456e-07
Fitted mean -1.36798e-05 6.37494e-05 1.36376e-05 6.45344e-05
logl 2.35082 1.1384
sigma^2 0.944599 0.952594
Coef.3*: SE.3*: Coef.4*: SE.4*:
phi(1) -0.718828 0.0399677 -0.826436 0.0416512
theta(1) 0.932698 0.0470367 0.973461 0.0122792
d.f -0.999199 6.32457e-07 -0.999672 6.32456e-07
Fitted mean 1.48813e-05 6.63826e-05 2.5716e-05 5.41451e-05
logl 0.91288 -0.759682
sigma^2 0.954176 0.954307
Coef.5*: SE.5*: Coef.6*: SE.6*:
phi(1) -0.678357 0.0400463 -0.636387 0.040574
theta(1) 0.911177 0.0728221 0.889731 0.077951
d.f -0.999249 6.32459e-07 -0.99928 6.3246e-07
Fitted mean -8.5714e-06 7.32414e-05 -2.36305e-05 8.19764e-05
logl -1.9142 -6.16517
sigma^2 0.974665 1.00408
Coef.7*: SE.7*: Coef.8*: SE.8*:
phi(1) -0.686795 0.0400364 -0.591293 0.0416595
theta(1) 0.857202 0.12007 0.860286 0.0845403
d.f -0.999292 6.32465e-07 -0.999248 6.32461e-07
Fitted mean 1.47039e-05 9.02644e-05 -4.70929e-05 9.85565e-05
logl -9.56799 -13.0215
sigma^2 1.02784 1.05192
Coef.9*: SE.9*: Coef.10*: SE.10*:
phi(1) -0.639414 0.0407679 -0.888648 0.0437283
theta(1) 0.804056 0.0866697 0.830299 0.0301381
d.f -0.999167 6.32462e-07 -0.99928 6.32458e-07
Fitted mean 0.000132475 0.000148343 -0.000255097 0.000115437
logl -19.9312 -32.1049
sigma^2 1.10208 1.18336
Coef.11*: SE.11*: Coef.12*: SE.12*:
phi(1) -0.437852 0.0504958 -0.338497 0.0590916
theta(1) 0.889008 0.0191162 0.93263 0.0463355
d.f -0.999551 6.32458e-07 -0.999764 6.32461e-07
Fitted mean -0.000233383 0.000101841 2.02564e-05 7.61988e-05
logl -33.559 -34.9741
sigma^2 1.19861 1.20525
Coef.13*: SE.13*: Coef.14*: SE.14*:
phi(1) -0.573751 0.0418502 -0.615201 NA
theta(1) 0.547248 NA 0.36292 NA
d.f -0.999625 6.32435e-07 -0.999217 6.32391e-07
Fitted mean 0.000601354 NA -0.000447159 NA
logl -65.5149 -87.5588
sigma^2 1.48667 1.71576
Coef.15*: SE.15*: Coef.16*: SE.16*:
phi(1) -0.287256 0.0820934 -0.77162 0.0181624
theta(1) 0.481821 0.150473 0.0719355 NA
d.f -0.999789 6.32476e-07 -0.999307 6.32438e-07
Fitted mean -1.02136e-05 0.000370233 -0.000182715 0.000476409
logl -117.023 -122.831
sigma^2 2.07289 2.15183
Starred fits are close to invertibility/stationarity boundaries
NAs come from singular Hessians