R help - Mar 2013 - Could I get the following stats from arima()?

Hello all,

I use the arima to get a model, i.e.

fit = arima(x,order=c(1,0,0))

and I know I can get the following from fit via

est.coef               = coef(fig)
est.aic                   =  fit$aic
std.err                  = sqrt(diag(vcov(fit)))
t.stat                     = est.coef/std.err

How can I get the following stat from arima?

Pr(>|t|)
r2
adjust_r2
rmse

Thanks,

Rebecca

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Hello,

Inline.

Em 21-03-2013 13:34, Yuan, Rebecca escreveu:
> Hello all,
>
> I use the arima to get a model, i.e.
>
> fit = arima(x,order=c(1,0,0))
>
> and I know I can get the following from fit via
>
> est.coef               = coef(fig)
> est.aic                   =  fit$aic
> std.err                  = sqrt(diag(vcov(fit)))
> t.stat                     = est.coef/std.err
>
> How can I get the following stat from arima?
>
> Pr(>|t|)
Check this link:

http://stats.stackexchange.com/questions/8868/how-to-calculate-the-p-value-of-parameters-for-arima-model-in-r

> r2
> adjust_r2
> rmse
>
Also, reread the answer to one of your previous posts by Prof.Brian 
Ripley. If it's not available in R, there must be a good reason why not.

Rui Barradas
> Thanks,
>
> Rebecca
>
> ----------------------------------------------------------------------
> This message, and any attachments, is for the intended r...{{dropped:5}}
>
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