vcov.arima.rob {robustarima} | R Documentation |
Use <code>vcov()</code> on an <code>arima.rob</code> Model Object
Description
This is a method for the function vcov()
for objects
inheriting from class "arima.rob"
.
See vcov
for the general behavior of this
function and for the interpretation of object
.
Usage
## S3 method for class 'arima.rob'
vcov(object, nterm=1000, ...)
Arguments
object |
an object inheriting from class |
nterm |
an interger specifying the number of terms. |
... |
extra arguments passed to or from other methods. The method here ignore these arguments. |
Value
the variance-covariance matrix of fitted arima.rob model returned
from a call arima.rob
.
See Also
[Package robustarima version 0.2.7 Index]