Print method for a gmwm2_fit object

# S3 method for class 'gmwm2_fit'
print(x, digits = 4, show_initial_parameters = FALSE, ...)

Arguments

x

A gmwm2_fit object.

digits

Significant digits for printing.

show_initial_parameters

Logical; if TRUE, also show the initial parameters used for optimization.

...

Unused.

Value

The input object, invisibly.

Examples

n = 10000
mod = wn(20) + ar1(phi = .995, sigma2 = .2)
y = generate(mod, n = n, seed = 123)
plot(y)

fit = gmwm2(y, model = wn() + ar1() )
fit
#> GMWM fit
#> 
#> Stochastic model
#>   Sum of 2 processes
#> 
#>   [1] White Noise
#>       Parameters : sigma2
#> 
#>   [2] AR(1)
#>       Parameters : phi, sigma2
#> 
#> 
#> Estimated parameters
#>   1) White Noise: sigma2 = 19.96
#>   2) AR(1): phi = 0.9933, sigma2 = 0.1838
#> 
#> Optimization
#>   Convergence : converged (code 0)
#>   Iterations  : 120
#>   Loss        : 0.07507