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Hi, I'm a beginner using R and I'm modeling a time series with ARIMA. I'm looking for a way to determine the p-values of the coefficients of my model. Does ARIMA function return these values? or is there a way to determine them easily? Thanks for your answer Myriam

Hello, I'd like to know how R does calculate each component in the decompose() function? More precisely, how is calculated the final trend component in this function? Thanks for your answer Myriam -- View this message in context: http://www.nabble.com/Decompose-function-%3A-calculation-of-each-component-tp24362207p24362207.html Sent from the R help mailing list archive at Nabble.com.

Hi, I saw that tsdiag function doesn't provide a correct result for Ljung-Box test. I want to use Box.test function for this, but I don't know how to determine lag parameter for this function. For fitdf, as I'm using a SARIMA model (0,1,1)(0,1,1)12, I decided to set it to 2. Can you confirm me the value for fitdf and give me a way to determine the lag value? Thanks Myriam -- View