[R] extracting coefficients from ar() output

[William Dunlap]

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.

> 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.
>
>
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