This has been solved, and I'm thankful for the help. The solution is:
z = MyModel$coef/diag(MyModel$var.coef)
...and from there I will use a for loop and pnorm to get the p-values.
Thanks again!
Byron
zerfetzen wrote:
>
> This should be very easy, but alas, I'm very new to R. My end goal
This should be very easy, but alas, I'm very new to R. My end goal is to
calculate p-values from arima().
Let's say I just ran this:
> MyModel <- arima(y[1:58], order=c(1,0,0), xreg=MyData[1:58,7:14],
> method="ML")
> MyModel
And I see:
arima(x = y[1:58], order = c(1, 0, 0), xreg = MyData[1:
2 matches
Mail list logo
