t_stat: Arima coefficients tests

In caschrono: Series Temporelles Avec R

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)
}

caschrono documentation built on Nov. 2, 2023, 5:16 p.m.