[R] question about function "gls" in library "nlme"

[Renaud Lancelot]

> 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      BIC    logLik
  1561.995 1584.317 -774.9976

Correlation Structure: ARMA(2,0)
 Formula: ~1 | Mare
 Parameter estimate(s):
     Phi1      Phi2
0.5991803 0.2028649

Coefficients:
                       Value Std.Error   t-value p-value
(Intercept)        12.110836 0.7633842 15.864667  0.0000
sin(2 * pi * Time) -2.825762 0.5773713 -4.894185  0.0000
cos(2 * pi * Time) -0.838151 0.6432846 -1.302924  0.1936

 Correlation:
                   (Intr) s(*p*T
sin(2 * pi * Time)  0.000
cos(2 * pi * Time) -0.276  0.000

Standardized residuals:
        Min          Q1         Med          Q3         Max
-2.39970879 -0.73304443 -0.02229811  0.64429618  3.19313563

Residual standard error: 4.607767
Degrees of freedom: 308 total; 305 residual
> coef(fm1$modelStruct, unconstrained = FALSE)
corStruct.Phi1 corStruct.Phi2
     0.5991803      0.2028649

Best,

Renaud


2006/11/6, yyan liu <zhliur at yahoo.com>:
> 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 not in the "coef" componenet  of "fm".
>  Thanks a lot!
>
>  liu
>  --------------------------------------------------------------------------------------------------------------
>  > fm
>  Generalized least squares fit by REML
>    Model: y ~ x
>    Data: NULL
>    Log-restricted-likelihood: -1634.588
>
>  Coefficients:
>  (Intercept)           x
>   16.0728672   0.2917921
>
>  Correlation Structure: ARMA(2,0)
>   Formula: ~1
>   Parameter estimate(s):
>        Phi1       Phi2
>   1.3368230 -0.4539957
>  Degrees of freedom: 480 total; 478 residual
>  Residual standard error: 20.80244
>  --------------------------------------------------------------------------------------------------------------
>
>
> ---------------------------------
>
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>
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-- 
Renaud LANCELOT
Département Elevage et Médecine Vétérinaire (EMVT) du CIRAD
Directeur adjoint chargé des affaires scientifiques

CIRAD, Animal Production and Veterinary Medicine Department
Deputy director for scientific affairs

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