[R] t-stat for the coefficients of an ARIMA model

2010-11-25 Thread Samuel Le
Dear all, I am fitting a time series using the following command: Ts.arima-arima(x,c(2,1,2)) where x is a time series. What the function returns is perfectly fine but I was wondering if I could access to the t-stat of the coefficients I got from the arima function. Any help would be

[R] t-stat for the coefficients of an ARIMA model

2010-11-25 Thread Samuel Le
Dear all, I am fitting a time series using the following command: Ts.arima-arima(x,c(2,1,2)) where x is a time series. What the function returns is perfectly fine but I was wondering if I could access to the t-stat of the coefficients I got from the arima function. Any help would be

Re: [R] t-stat for the coefficients of an ARIMA model

2010-11-25 Thread David Winsemius
On Nov 25, 2010, at 10:50 AM, Samuel Le wrote: Dear all, I am fitting a time series using the following command: Ts.arima-arima(x,c(2,1,2)) where x is a time series. What the function returns is perfectly fine but I was wondering if I could access to the t-stat of the coefficients I