Re: [R] Help: Standard errors arima

2010-11-22 Thread Dennis Murphy
Hi: Here's an example (never mind the model fit...or lack of it thereof...) str(AirPassengers) # a built-in R data set # Series is seasonal with increasing trend and increasing variance plot(AirPassengers, type = 'l') # STL decomposition plot(stl(AirPassengers, 'periodic')) # ACF and PACF o

Re: [R] Help: Standard errors arima

2010-11-22 Thread David Winsemius
On Nov 22, 2010, at 4:29 PM, lucia wrote: Hello, I'm an R newbie. I've tried to search, but my search skills don't seem up to finding what I need. (Maybe I don't know the correct terms?) I need the standard errors and not the confidence intervals from an ARIMA fit. I can get fits: >

[R] Help: Standard errors arima

2010-11-22 Thread lucia
Hello, I'm an R newbie. I've tried to search, but my search skills don't seem up to finding what I need. (Maybe I don't know the correct terms?) I need the standard errors and not the confidence intervals from an ARIMA fit. I can get fits: > coef(test) ar1