Hello,
I'm an R newbie. I've tried to search, but my search skills don't seem
up to finding what I need. (Maybe I don't know the correct terms?)
I need the standard errors and not the confidence intervals from an
ARIMA fit.
I can get fits:
> coef(test)
ar1 ma1
intercept time(TempVector) - 1900
0.801459585 0.704126549
12.854527065 0.000520366
And confidence intervals:
> confint(test)
2.5 % 97.5 %
ar1 7.684230e-01 0.834496136
ma1 6.742786e-01 0.733974460
intercept 1.217042e+01 13.538635652
time(TempVector) - 1900 -9.610183e-06 0.001050342
>
http://stat.ethz.ch/R-manual/R-devel/library/stats/html/arima.html
Are any of these standard errors?
> vcov(test)
ar1 ma1 intercept
time(TempVector) - 1900
ar1 2.841144e-04 -5.343792e-05
1.028710e-05 2.725763e-08
ma1 -5.343792e-05 2.319165e-04
9.990842e-07 -3.103661e-09
intercept 1.028710e-05 9.990842e-07
1.218299e-01 8.969206e-05
time(TempVector) - 1900 2.725763e-08 -3.103661e-09
8.969206e-05 7.311670e-08
Or is there a function that can give me standard errors for the
coefficients on AR1, ma, and time? (I don't care about the intercept.)
Thanks,
Lucia
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