Is there any way to get confidence intervals and/or p-values in the ARMAX model?
I tried the search using: ?ar ?arma ?arima But, AFAIK, "ar" and "arma" don't accept exogenous (independent) variables, and "arima(x, order, xreg)" does not return statistics on the xreg terms. BTW, just in case someone tries to get this information from Wikipedia, the entries in articles "Autoregressive model", "Autoregressive moving average model", and "Autoregressive integrated moving average" that mention R were written by me - so there's no point in repeating them (but corrections are welcome!) :-) Alberto Monteiro ______________________________________________ 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.
