> library(nlme) > fm1 <- gls(follicles ~ sin(2*pi*Time) + cos(2*pi*Time), Ovary, + correlation = corARMA(form = ~ 1 | Mare, p = 2)) > summary(fm1) Generalized least squares fit by REML Model: follicles ~ sin(2 * pi * Time) + cos(2 * pi * Time) Data: Ovary AIC BIC logLik 1561.995 1584.317 -774.9976
Correlation Structure: ARMA(2,0) Formula: ~1 | Mare Parameter estimate(s): Phi1 Phi2 0.5991803 0.2028649 Coefficients: Value Std.Error t-value p-value (Intercept) 12.110836 0.7633842 15.864667 0.0000 sin(2 * pi * Time) -2.825762 0.5773713 -4.894185 0.0000 cos(2 * pi * Time) -0.838151 0.6432846 -1.302924 0.1936 Correlation: (Intr) s(*p*T sin(2 * pi * Time) 0.000 cos(2 * pi * Time) -0.276 0.000 Standardized residuals: Min Q1 Med Q3 Max -2.39970879 -0.73304443 -0.02229811 0.64429618 3.19313563 Residual standard error: 4.607767 Degrees of freedom: 308 total; 305 residual > coef(fm1$modelStruct, unconstrained = FALSE) corStruct.Phi1 corStruct.Phi2 0.5991803 0.2028649 Best, Renaud 2006/11/6, yyan liu <[EMAIL PROTECTED]>: > 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 > > -------------------------------------------------------------------------------------------------------------- > > > --------------------------------- > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@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 > and provide commented, minimal, self-contained, reproducible code. > -- Renaud LANCELOT Département Elevage et Médecine Vétérinaire (EMVT) du CIRAD Directeur adjoint chargé des affaires scientifiques CIRAD, Animal Production and Veterinary Medicine Department Deputy director for scientific affairs Campus international de Baillarguet TA 30 / B (Bât. B, Bur. 214) 34398 Montpellier Cedex 5 - France Tél +33 (0)4 67 59 37 17 Secr. +33 (0)4 67 59 39 04 Fax +33 (0)4 67 59 37 95 ______________________________________________ R-help@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 and provide commented, minimal, self-contained, reproducible code.