Dear All,
I decided to use an AR(1) model for the residual series and trying to find the
p-value for each parameter by using arima command in R, but i never find it
from the output. The output gives me the parameter and mean's value, its
standard error, estaimated variance, AIC and loglikehood, but no p-value is
given.
What i did was, i assign the residuals into the 'residual' variable in R, i
then use' arima(residual, order = c(1,0,0))' to compute the parameter and mean
values.
Could someone help me?
Thank you
Fir
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