t_stat {caschrono}R Documentation

Arima coefficients tests

Description

It computes the t-statistics tests for the coefficients of an Arima model

Usage

t_stat(modarima, decim=6)

Arguments

modarima

an Arima object

decim

an integer, the precision of the results

Details

modarima may be created with the function Arima (package forecast) or arimax (package TSA)

Value

It returns a matrix 2 x (number of free coefficients) of the t-statistics and the p-values.

Author(s)

Yves Aragon

Examples

if(require("forecast"))
{set.seed(123)
y1 = arima.sim(n=100,list(ar=-.7), sd=sqrt(4))
my1 = Arima(y1, order=c(1,0,0),include.mean = FALSE)
t_stat(my1)
}

[Package caschrono version 2.2 Index]