[R] Extracting Phi from gls/lme

John Logsdon j.logsdon at quantex-research.com
Thu Jul 13 13:23:23 CEST 2006

I am trying to extract into a scalar the value of Phi from the printed
output of gls or lme using corAR1 correlation.  ie I want the estimate of
the autocorrelation.  I can't see how to do this and haven't seen it
anywhere in str(model.lme).

I can get all the other information - fixed and random effects etc.

Is there an obvious way so that I can save the brick wall some damage?



John Logsdon                               "Try to make things as simple
Quantex Research Ltd, Manchester UK         as possible but not simpler"
j.logsdon at quantex-research.com              a.einstein at relativity.org
+44(0)161 445 4951/G:+44(0)7717758675       www.quantex-research.com

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