Check http://cran.r-project.org/doc/contrib/Ricci-refcard-ts.pdf for some ideas on testing time series in R. I'd go with the acf() and pacf() on the residuals of the arima model. If arima works, both plots will indicate absence of autocorrelation.
also check ?tsdiag And if you're really going to use those more often, I really can recommend this book : http://www.amazon.com/Time-Analysis-Its-Applications-Statistics/dp/0387293175 Cheers Joris On Tue, May 25, 2010 at 9:34 AM, Fred <jianyun.fred...@gmail.com> wrote: > Hi, > > I want to give a summary or anova for "arima" model in R, as > "summary", and "anova" for "lm". > > As including various intervention factors in arima(xreg = ) part, I > want to assess the significancy of thse factors. > > I can do it using interrupted analysis of time series by linear > regression, but want to see whether arima model works for the data > first. > > "summary", "anova" do not work for "arima", any alternatives ??? > > Thank you very much. > > Fred > > ______________________________________________ > 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. > -- Joris Meys Statistical Consultant Ghent University Faculty of Bioscience Engineering Department of Applied mathematics, biometrics and process control Coupure Links 653 B-9000 Gent tel : +32 9 264 59 87 joris.m...@ugent.be ------------------------------- Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php [[alternative HTML version deleted]] ______________________________________________ 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.
