This should be very easy, but alas, I'm very new to R. My end goal is to calculate p-values from arima().
Let's say I just ran this: > MyModel <- arima(y[1:58], order=c(1,0,0), xreg=MyData[1:58,7:14], > method="ML") > MyModel And I see: arima(x = y[1:58], order = c(1, 0, 0), xreg = MyData[1:58, 7:14], method = "ML") Coefficients: ar1 intercept x1 x2 x3 x4 x5 x6 0.5812 -52.7725 -0.0270 -6.3467 2.8435 4.3727 -14.9045 -3e-04 s.e. 0.1328 16.6182 0.0212 3.6454 1.5571 0.5641 2.4294 2e-04 x7 x8 2.4094 1.0823 s.e. 0.5134 0.3093 sigma^2 estimated as 1.223: log likelihood = -88.35, aic = 198.71 To calculate a p-value, all I have to do is: 1. Let z = parameter / s.e. 2. Let abs_z = abs(z) 3. Let p = 1 minus the integral of a normal distribution from -z to z How do I extract the coefficients and standard errors out of the MyModel object, place them in their own data frame? From there, I'm sure I could calculate the p-value. I have found that: > coef(MyModel) ...shows the coefficients, but I'm unable to get them into a data frame. I tried: > parameters$coef <- coef(MyModel) But when I try... > parameters <- edit(parameters) ...I don't see what I would expect, a column of coefficients. And I don't know how to refer to the standard errors. Help? Thanks. -- View this message in context: http://www.nabble.com/How-to-extract-vectors-from-an-arima%28%29-object-and-into-a-data-frame--tp16757321p16757321.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.