Displaying 1 result from an estimated 1 matches for "decouvrez".
2003 Dec 08
2
test for arima coef's significancy
Dear sirs,
I would like to know if there is a function to compute the pvalue for the
significancy of arima coef in an arima object created by
the arima function.
I have written this one:
pvalueArima<-function(x,arima)
{
t<-(arima$coef)/(diag(arima$var.coef)^0.5)
df<-length(x)-length(arima$coef)
1-pt(t,df)
}
Has somebody already implemented something equivalent ?
thank you for your