R help - Jun 2009 - standard error and p-value for the estimated parameter in AR model

Dear All,

I used an  AR(1) model to explain the process of the stationary residual and
have used an 'ar' command in R. From the results, i tried to extract
the standard error and p-value for the estimated parameter, but unfortunately, i
never find any way to extract  it from the output.

What i did was, i assigned the residuals into the 'residual' object in R
and used an 'ar' function as below.
> residual <- residuals
> ar(residual, aic = TRUE,  method = "mle", order.max = 1) 
Could someone help me to extract the stadard error and the p-value for the
estimated parameter, please?

Thank you

Fir


      
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