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 -------------------------------------------------------------------------------------------------------------- > 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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