On 2010-07-01 8:55, speretti wrote:
Hi, I'm using the function arima() from the ts package. when the function gives me the output I can see the s.e. of the coefficients. However I cannot find a way to collect them in a object estimate<-arima(x, order=c(1,0,1)) estimate$se does not work in fact str(estimate) does not contain $se. How is it possible? The function compute and print that value but it is not the resulting object?
Assuming that you mean arima() in package *stats*, try this: se <- sqrt(diag(vcov(estimate))) The help page does tell you that component var.coef is the "estimated variance matrix of the coefficients". If you're talking about some other arima() function, then I have no idea. -Peter Ehlers
Thank you Sabrina
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
