Print method for a gmwm2_fit object
# S3 method for class 'gmwm2_fit'
print(x, digits = 4, show_initial_parameters = FALSE, ...)The input object, invisibly.
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