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 no
> 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 BIClogLi
