[R] aparchFit()$fitted.value

[Uwe Ligges]

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
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html