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|)
r2
adjust_r2
rmse
Thanks,
Rebecca
----------------------------------------------------------------------
This message, and any attachments, is for the intended r...{{dropped:5}}
______________________________________________
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.
