[R--gR] standard error and p-value for the estimated parameter in AR model
kjell.konis at epfl.ch
Mon Jun 22 19:20:24 CEST 2009
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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
> [[alternative HTML version deleted]]
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