Hello,
Using a dataset in package datasets,
n <- length(lh)
fit <- arima(lh, order = c(1,0,0))
se <- sqrt(diag(vcov(fit)))
sqrt(n - 1)*coef(fit)/se # T stats
Hope this helps,
Rui Barradas
Em 19-03-2013 20:22, Yuan, Rebecca escreveu:
Hello all,
fit = arima()
and
Summary(fit) will give some summary of the fit. However, the t-stats are not
shown in the summary. How can I get the t-stats of it?
Thanks,
Rebecca
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