Hello Rui, Thanks very much!
This works! Cheers, Rebecca -----Original Message----- From: Rui Barradas [mailto:ruipbarra...@sapo.pt] Sent: Tuesday, March 19, 2013 6:26 PM To: Yuan, Rebecca Cc: R help Subject: Re: [R] How to get the t-stat for arima()? 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. ---------------------------------------------------------------------- This message, and any attachments, is for the intended r...{{dropped:2}} ______________________________________________ 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.
