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 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
If you want a summary method for arima models then I suggest you use Rob
Hyndman's package 'forecast'. This has a method summary.Arima. Note that
the function arima returns an object of class Arima (not arima).
Curiously, there seems to be no help on summary.arima:
> require(forecast)
Loading required package: forecast
Loading required package: fracdiff
This is forecast 2.05
> methods("summary")
[1] summary.aov summary.aovlist summary.Arima*
[4] summary.arma* summary.aspell* summary.connection
[7] summary.data.frame summary.Date summary.default
[10] summary.ecdf* summary.ets* summary.factor
[13] summary.forecast* summary.fracdiff* summary.garch*
[16] summary.glm summary.infl summary.lm
[19] summary.loess* summary.manova summary.matrix
[22] summary.mlm summary.nls* summary.packageStatus*
[25] summary.POSIXct summary.POSIXlt summary.ppr*
[28] summary.prcomp* summary.princomp* summary.shingle*
[31] summary.stepfun summary.stl* summary.table
[34] summary.trellis* summary.tukeysmooth* summary.yearmon*
[37] summary.yearqtr* summary.zoo*
Non-visible functions are asterisked
> ?summary.Arima
No documentation for 'summary.Arima' in specified packages and libraries:
you could try '??summary.Arima'
David Scott
_________________________________________________________________
David Scott Department of Statistics
The University of Auckland, PB 92019
Auckland 1142, NEW ZEALAND
Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055
Email: d.sc...@auckland.ac.nz, Fax: +64 9 373 7018
Director of Consulting, Department of Statistics
______________________________________________
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.
