# signifparam: Computes the parameters significance In weakARMA: Tools for the Analysis of Weak ARMA Models

 signifparam R Documentation

## Computes the parameters significance

### Description

Computes a matrix with estimated coefficient and their significance.

### Usage

```signifparam(
ar = NULL,
ma = NULL,
p = NULL,
q = NULL,
y,
sd.strong = NULL,
sd.weak = NULL,
meanparam = TRUE,
mu = NULL
)
```

### Arguments

 `ar` Vector of AR coefficients, if `NULL`, MA process. `ma` Vector of MA coefficients, if `NULL`, AR process. `p` Order of AR, if `NULL` MA process. `q` Order of MA, if `NULL` AR process. `y` Univariate time series. `sd.strong` Standard error of time series in the strong case computed in `omega`, if not provided the function will compute it. `sd.weak` Standard error of time series in the weak case computed in `omega`, if not provided the function will compute it. `meanparam` If μ of the time series needs to be computed. `mu` Value of μ, if it is known and if the `meanparam` is `TRUE`. If not known the function will compute it.

### Details

The function needs at least one pair between: ar and/or ma, or p and/or q to be executed. It will be faster with all the parameters provided.

### Value

Matrix of the estimate coefficient with their significance.

`coef`

Estimation of each coefficient.

`sd`

Standard deviation in each case.

`t-ratio`

T-ratio corresponding to each coefficient.

`signif`

Significance of each parameter. Must be small, if not the parameter is not significant.

### Examples

```signifparam(p = 1, q = 2, y = CAC40return.sq) #The last parameter is not significant.
signifparam(p = 1, q = 1, y = CAC40return.sq) #All the parameters are significant.

```

weakARMA documentation built on April 5, 2022, 1:16 a.m.