Re: [R] summary of arima model in R

Joris Meys wrote: 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 y

Re: [R] summary of arima model in R

I reckon you misunderstand the function arima. If you're interested in the significance of any regressor, you should use the proper fitting tools. Check all the code examples from the book I recommended before on : http://www.stat.pitt.edu/stoffer/tsa2/index.html There's a nice tutorial that exp

Re: [R] summary of arima model in R

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 t

[R] summary of arima model in R

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 w