Dear All,

I decided to use an AR(1) model for the residual series and trying to find the p-value for each parameter by using arima command in R, but i never find it from the output. The output gives me the parameter and mean's value, its standard error, estaimated variance, AIC and loglikehood, but no p-value is given.

What i did was, i assign the residuals  into the 'residual' variable in R, i then use' arima(residual, order = c(1,0,0))' to compute the parameter and mean values.

Could someone help me?

Thank you
Fir



      
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