Hello, Sorry for the error, the sqrt(n - 1) is wrong. Delete it:
t.stat <- coef(fit)/se Rui Barradas Em 19-03-2013 21:11, Rui Barradas escreveu:
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 ---------------------------------------------------------------------- This message, and any attachments, is for the intended r...{{dropped:5}} ______________________________________________ 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.______________________________________________ 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.
______________________________________________ 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.
