[R--gR] standard error and p-value for the estimated parameter in AR model

[Kjell Konis]

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Kjell

On Jun 22, 2009, at 5:58 PM, FMH wrote:

> Dear All,
>
> I used an  AR(1) model to explain the process of the stationary  
> residuals and have used an 'ar' command in R. From the results, i  
> tried to extract the standard error and p-value for the estimated  
> parameter, but unfortunately, i never find any way to extract  it  
> from the output.
>
> What i did was, i assigned the residuals into the 'residual' object  
> in R and used an 'ar' function as below.
>
>> residual <- residuals
>> ar(residual, aic = TRUE,  method = "mle", order.max = 1)
>
> Could someone help me to extract the stadard error and the p-value  
> for the estimated parameter, please?
>
> Thank you
>
> Fir
>
>
>
>
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> <ATT00001.txt>