[R] Confidence intervals and p-values of ARMAX model

Alberto Monteiro albmont at centroin.com.br
Fri Oct 16 15:31:52 CEST 2009

Is there any way to get confidence intervals and/or p-values in the ARMAX 

I tried the search using:

But, AFAIK, "ar" and "arma" don't accept exogenous (independent) variables, 
and "arima(x, order, xreg)" does not return statistics on the xreg terms.

BTW, just in case someone tries to get this information from Wikipedia,
the entries in articles "Autoregressive model", "Autoregressive moving 
average model", and "Autoregressive integrated moving average" that mention 
R were written by me - so there's no point in repeating them (but 
corrections are welcome!) :-)

Alberto Monteiro

More information about the R-help mailing list