Description Usage Arguments Value Author(s) Examples
Performs the t test on every parameter of an ARIMA model. This model can be an Arima or an arima.
1 | BETS.t_test(model, nx = 0, alpha = 0.05)
|
model |
An Arima or an arima object. The model for which the parameters must be tested. |
nx |
An |
alpha |
A |
A data.frame
containing the standard erros, the t-statistic, the critical values and whether the null hypothesis should be rejected or not, for each model parameter.
Talitha Speranza talitha.speranza@fgv.br, Daiane Marcolino daiane.mattos@fgv.br
1 2 3 4 5 6 7 | require(forecast)
data("AirPassengers")
fit.air<- Arima(AirPassengers,order = c(1,1,1), seasonal = c(1,1,1), method ="ML",lambda=0)
summary(fit.air)
# Significance test for the model SARIMA(1,1,1)(1,1,1)[12]
BETS.t_test(model = fit.air)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.