Re: [R] p-values for ARIMA coefficients

On 23/06/2009, at 11:38 AM, 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?

Re: [R] p-values for ARIMA coefficients

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

[R] p-values for ARIMA coefficients

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