Dear All,
I used an AR(1) model to explain the process of the stationary residual 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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