Displaying 1 result from an estimated 1 matches for "tp2275282p2275943".
2010 Jul 01
2
s.e. of arima
Hi,
I'm using the function arima() from the ts package.
when the function gives me the output I can see the s.e. of the
coefficients.
However I cannot find a way to collect them in a object
estimate<-arima(x, order=c(1,0,1))
estimate$se does not work
in fact str(estimate) does not contain $se.
How is it possible? The function compute and print that value but it is not
the resulting