Hello all,
fit = arima()
and
Summary(fit) will give some summary of the fit. However, the t-stats are not
shown in the summary. How can I get the t-stats of it?
Thanks,
Rebecca
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This message, and any attachments, is for the intended r...{{dropped:5}}
Hello, Using a dataset in package datasets, n <- length(lh) fit <- arima(lh, order = c(1,0,0)) se <- sqrt(diag(vcov(fit))) sqrt(n - 1)*coef(fit)/se # T stats Hope this helps, Rui Barradas Em 19-03-2013 20:22, Yuan, Rebecca escreveu:> Hello all, > > fit = arima() > and > Summary(fit) will give some summary of the fit. However, the t-stats are not shown in the summary. How can I get the t-stats of it? > > Thanks, > > Rebecca > > ---------------------------------------------------------------------- > This message, and any attachments, is for the intended r...{{dropped:5}} > > ______________________________________________ > R-help at 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. >
Hello, Sorry for the error, the sqrt(n - 1) is wrong. Delete it: t.stat <- coef(fit)/se Rui Barradas Em 19-03-2013 21:11, Rui Barradas escreveu:> Hello, > > Using a dataset in package datasets, > > > n <- length(lh) > fit <- arima(lh, order = c(1,0,0)) > > se <- sqrt(diag(vcov(fit))) > sqrt(n - 1)*coef(fit)/se # T stats > > > Hope this helps, > > Rui Barradas > > Em 19-03-2013 20:22, Yuan, Rebecca escreveu: >> Hello all, >> >> fit = arima() >> and >> Summary(fit) will give some summary of the fit. However, the t-stats >> are not shown in the summary. How can I get the t-stats of it? >> >> Thanks, >> >> Rebecca >> >> ---------------------------------------------------------------------- >> This message, and any attachments, is for the intended r...{{dropped:5}} >> >> ______________________________________________ >> R-help at 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 at 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.
> -----Original Message----- > From: kevin.thorpe at utoronto.ca > Sent: Wed, 20 Mar 2013 08:02:36 -0400 > To: r-help at r-project.org > Subject: Re: [R] How to get the t-stat for arima()? > > On 03/20/2013 03:49 AM, Prof Brian Ripley wrote: >> >> If things are not readily available in R it is always good to pause and >> reflect if there might be a good reason. > > I nominate this as a fortune candidate. >Seconded John Kane Kingston ON Canada> -- > Kevin E. Thorpe > Head of Biostatistics, Applied Health Research Centre (AHRC) > Li Ka Shing Knowledge Institute of St. Michael's > Assistant Professor, Dalla Lana School of Public Health > University of Toronto > email: kevin.thorpe at utoronto.ca Tel: 416.864.5776 Fax: 416.864.3016____________________________________________________________ FREE 3D MARINE AQUARIUM SCREENSAVER - Watch dolphins, sharks & orcas on your desktop!
Hello Rui, Thanks very much! This works! Cheers, Rebecca -----Original Message----- From: Rui Barradas [mailto:ruipbarradas at sapo.pt] Sent: Tuesday, March 19, 2013 6:26 PM To: Yuan, Rebecca Cc: R help Subject: Re: [R] How to get the t-stat for arima()? Hello, Sorry for the error, the sqrt(n - 1) is wrong. Delete it: t.stat <- coef(fit)/se Rui Barradas Em 19-03-2013 21:11, Rui Barradas escreveu:> Hello, > > Using a dataset in package datasets, > > > n <- length(lh) > fit <- arima(lh, order = c(1,0,0)) > > se <- sqrt(diag(vcov(fit))) > sqrt(n - 1)*coef(fit)/se # T stats > > > Hope this helps, > > Rui Barradas > > Em 19-03-2013 20:22, Yuan, Rebecca escreveu: >> Hello all, >> >> fit = arima() >> and >> Summary(fit) will give some summary of the fit. However, the t-stats >> are not shown in the summary. How can I get the t-stats of it? >> >> Thanks, >> >> Rebecca >> >> --------------------------------------------------------------------- >> - This message, and any attachments, is for the intended >> r...{{dropped:5}} >> >> ______________________________________________ >> R-help at 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 at 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.---------------------------------------------------------------------- This message, and any attachments, is for the intended r...{{dropped:2}}