[R] summary of arima model in R

David Scott d.scott at auckland.ac.nz
Wed May 26 13:54:08 CEST 2010

Joris Meys wrote:
> Check  http://cran.r-project.org/doc/contrib/Ricci-refcard-ts.pdf for some
> ideas on testing time series in R.  I'd go with the acf() and pacf() on the
> residuals of the arima model. If arima works, both plots will indicate
> absence of autocorrelation.
> also check ?tsdiag
> And if you're really going to use those more often, I really can recommend
> this book :
> http://www.amazon.com/Time-Analysis-Its-Applications-Statistics/dp/0387293175
> Cheers
> Joris
> On Tue, May 25, 2010 at 9:34 AM, Fred <jianyun.fred.wu at gmail.com> wrote:
>> Hi,
>> I want to give a summary or anova for "arima" model in R, as
>> "summary", and "anova" for "lm".
>> As including various intervention factors in arima(xreg = ) part, I
>> want to assess the significancy of thse factors.
>> I can do it using interrupted analysis of time series by linear
>> regression, but want to see whether arima model works for the data
>> first.
>> "summary", "anova" do not work for "arima", any alternatives ???
>> Thank you very much.
>> Fred

If you want a summary method for arima models then I suggest you use Rob 
Hyndman's package 'forecast'. This has a method summary.Arima. Note that 
the function arima returns an object of class Arima (not arima).

Curiously, there seems to be no help on summary.arima:

 > require(forecast)
Loading required package: forecast
Loading required package: fracdiff
This is forecast 2.05
 > methods("summary")
  [1] summary.aov            summary.aovlist        summary.Arima*
  [4] summary.arma*          summary.aspell*        summary.connection
  [7] summary.data.frame     summary.Date           summary.default
[10] summary.ecdf*          summary.ets*           summary.factor
[13] summary.forecast*      summary.fracdiff*      summary.garch*
[16] summary.glm            summary.infl           summary.lm
[19] summary.loess*         summary.manova         summary.matrix
[22] summary.mlm            summary.nls*           summary.packageStatus*
[25] summary.POSIXct        summary.POSIXlt        summary.ppr*
[28] summary.prcomp*        summary.princomp*      summary.shingle*
[31] summary.stepfun        summary.stl*           summary.table
[34] summary.trellis*       summary.tukeysmooth*   summary.yearmon*
[37] summary.yearqtr*       summary.zoo*

    Non-visible functions are asterisked
 > ?summary.Arima
No documentation for 'summary.Arima' in specified packages and libraries:
you could try '??summary.Arima'

David Scott

David Scott	Department of Statistics
		The University of Auckland, PB 92019
		Auckland 1142,    NEW ZEALAND
Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055
Email:	d.scott at auckland.ac.nz,  Fax: +64 9 373 7018

Director of Consulting, Department of Statistics

More information about the R-help mailing list