Hi Gad, try:
> class(a) [1] "Arima" > getAnywhere(print.Arima) ... Cheers, Andrew On Fri, Mar 16, 2007 at 01:47:25PM +1100, Gad Abraham wrote: > Hi, > > Can anyone explain how the standard error in arima() is calculated? > > Also, how can I extract it from the Arima object? I don't see it in there. > > > x <- rnorm(1000) > > a <- arima(x, order = c(4, 0, 0)) > > a > > Call: > arima(x = x, order = c(4, 0, 0)) > > Coefficients: > ar1 ar2 ar3 ar4 intercept > -0.0451 0.0448 0.0139 -0.0688 0.0010 > s.e. 0.0316 0.0316 0.0317 0.0316 0.0296 > > sigma^2 estimated as 0.9775: log likelihood = -1407.56, aic = 2827.12 > > names(a) > [1] "coef" "sigma2" "var.coef" "mask" "loglik" "aic" > "arma" "residuals" "call" "series" "code" > "n.cond" "model" > > > Thanks, > Gad > > -- > Gad Abraham > Department of Mathematics and Statistics > The University of Melbourne > Parkville 3010, Victoria, Australia > email: [EMAIL PROTECTED] > web: http://www.ms.unimelb.edu.au/~gabraham > > ______________________________________________ > [email protected] 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. -- Andrew Robinson Department of Mathematics and Statistics Tel: +61-3-8344-9763 University of Melbourne, VIC 3010 Australia Fax: +61-3-8344-4599 http://www.ms.unimelb.edu.au/~andrewpr http://blogs.mbs.edu/fishing-in-the-bay/ ______________________________________________ [email protected] 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.
