[R] getting p-values from fitted ARIMA
Hi I fitted an ARIMA model using the function arima(). The output consists of the fitted coefficients with their standard errors. However i need information about the significance of the coefficients, like p-values. I hope you can help me on that issue... ciao Stefan __ 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.
Re: [R] getting p-values from fitted ARIMA
Hi Stefan, Take a look at https://stat.ethz.ch/pipermail/r-help/2009-June/202173.html HTH, Jorge On Wed, Nov 3, 2010 at 2:50 PM, wrote: Hi I fitted an ARIMA model using the function arima(). The output consists of the fitted coefficients with their standard errors. However i need information about the significance of the coefficients, like p-values. I hope you can help me on that issue... ciao Stefan __ 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. [[alternative HTML version deleted]] __ 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.
Re: [R] getting p-values from fitted ARIMA
On Wed, 3 Nov 2010, h0453...@wu.ac.at wrote: Hi I fitted an ARIMA model using the function arima(). The output consists of the fitted coefficients with their standard errors. However i need information about the significance of the coefficients, like p-values. I hope you can help me on that issue... If you want to use a standard normal approximation, you can use coeftest() from the lmtest package. For example: fit3 - arima(presidents, c(3, 0, 0)) library(lmtest) coeftest(fit3) Whether or not this is a good approximation is a different question, though. See also the coments on ?arima wrt the Hessian. Best, Z ciao Stefan __ 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. __ 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.
Re: [R] getting p values
Duncan Murdoch murd...@stats.uwo.ca 12/01/2010 18:07:46
I need to get the p values for a table with 15000 entries of t
values.
...
Put the t values into a vector, then use pt() in an appropriate way
... and don't forget any necessary correction for multiple comparisons;
see
?p.adjust
Steve E
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[R] getting p values
Dear colleges I need to get the p values for a table with 15000 entries of t values. Does any of you know how to do it? I can, of course, get one by one but that is not sensible. Thanks Rosario __ 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.
Re: [R] getting p values
On 12/01/2010 10:47 AM, Rosario Garcia Gil wrote: Dear colleges I need to get the p values for a table with 15000 entries of t values. Does any of you know how to do it? I can, of course, get one by one but that is not sensible. Put the t values into a vector, then use pt() in an appropriate way to calculate them all at once. (An appropriate way depends on details like whether you want one or two tailed value, degrees of freedom, etc.) Duncan Murdoch __ 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.
