Hi Myriam, I'll take a stab at it, but can't offer elegance in the solution such as the more experienced R folks might deliver.
I believe that the ARIMA function provides both point estimates and their standard errors for the coefficients. You can use these as you might a mean and standard error in a one-sample t- or z-test with the null hypothesis being that the coefficient value is 'zero'. If the interval estimate of the coefficient doesn't span 'zero', then you reject the null hypothesis at whatever level of Type 1 error you chose. The R set of distribution functions might be useful for this. Having offered that as a possible interim solution, you'd be well served to see what other advice more experienced R users might offer. Regards, Cliff On Mon, Jun 22, 2009 at 6:38 PM, <m.gha...@yahoo.fr> wrote: > Hi, > > I'm a beginner using R and I'm modeling a time series with ARIMA. > I'm looking for a way to determine the p-values of the coefficients of my > model. > > Does ARIMA function return these values? or is there a way to determine them > easily? > > Thanks for your answer > Myriam > > ______________________________________________ > 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.
