I reckon you misunderstand the function arima. If you're interested in the
significance of any regressor, you should use the proper fitting tools.
Check all the code examples from the book I recommended before on  :

http://www.stat.pitt.edu/stoffer/tsa2/index.html

There's a nice tutorial that explains quite well how to proceed. In the code
for chapter 1-5 they give you examples for the functions you need to do
formal testing of your regressors.

Cheers
Joris


On Wed, May 26, 2010 at 1:28 AM, Jianyun Wu <jianyun.fred.wu@gmail.com>wrote:

> Thanks for ur reply. But wot i want is to see the significancy of
> intervention regressors,rather than see the goodness of fit of time
> series itself.
>
> Thanks
>
> On 5/26/10, Joris Meys <jorismeys@gmail.com> 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@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
> >>
> >> ______________________________________________
> >> R-help@r-project.org mailing list
> >> https://stat.ethz.ch/mailman/listinfo/r-help
> >> PLEASE do read the posting guide
> >> http://www.R-project.org/posting-guide.html
> >> and provide commented, minimal, self-contained, reproducible code.
> >>
> >
> >
> >
> > --
> > Joris Meys
> > Statistical Consultant
> >
> > Ghent University
> > Faculty of Bioscience Engineering
> > Department of Applied mathematics, biometrics and process control
> >
> > Coupure Links 653
> > B-9000 Gent
> >
> > tel : +32 9 264 59 87
> > Joris.Meys@Ugent.be
> > -------------------------------
> > Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php
> >
>
> --
> Sent from my mobile device
>



-- 
Joris Meys
Statistical Consultant

Ghent University
Faculty of Bioscience Engineering
Department of Applied mathematics, biometrics and process control

Coupure Links 653
B-9000 Gent

tel : +32 9 264 59 87
Joris.Meys@Ugent.be
-------------------------------
Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php

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