モデルの係数を抽出する関数 coef {stats}が紹介されています

Reference – https://twitter.com/RLangTip/status/623524285617934336
> head(sampleData)
           Date Value
1124 2004-04-09 11677
1125 2004-04-16 12512
1126 2004-04-23 12905
1127 2004-04-30 12731
1128 2004-05-07 13631
1129 2004-05-14 14358
> tail(sampleData)
           Date Value
1707 2015-06-12 58115
1708 2015-06-19 56245
1709 2015-06-26 56368
1710 2015-07-03 56667
1711 2015-07-10 57105
1712 2015-07-17 57918
> arimaResult<-auto.arima(sampleData[,2])
> coef(arimaResult)
       ar1        ma1        ma2 
 0.8187734 -0.6705454  0.1394213 
> str(coef(arimaResult))
 Named num [1:3] 0.819 -0.671 0.139
 - attr(*, "names")= chr [1:3] "ar1" "ma1" "ma2"
> coef(arimaResult)[1]
      ar1 
0.8187734 
> coef(arimaResult)[2]
       ma1 
-0.6705454 
> coef(arimaResult)[3]
      ma2 
0.1394213 
>