Hello,
Inline.
Em 21-03-2013 13:34, Yuan, Rebecca escreveu:
Hello all,
I use the arima to get a model, i.e.
fit = arima(x,order=c(1,0,0))
and I know I can get the following from fit via
est.coef = coef(fig)
est.aic = fit$aic
std.err = sqrt(diag(vcov(fit)))
t.stat = est.coef/std.err
How can I get the following stat from arima?
Pr(>|t|)
Check this link:
http://stats.stackexchange.com/questions/8868/how-to-calculate-the-p-value-of-parameters-for-arima-model-in-r
r2
adjust_r2
rmse
Also, reread the answer to one of your previous posts by Prof.Brian
Ripley. If it's not available in R, there must be a good reason why not.
Rui Barradas
Thanks,
Rebecca
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