From: zerfetzen <zerfetzen_at_yahoo.com>

Date: Thu, 17 Apr 2008 15:40:14 -0700 (PDT)

s.e. 0.5134 0.3093

Date: Thu, 17 Apr 2008 15:40:14 -0700 (PDT)

*> 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")

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:

- Let z = parameter / s.e.
- Let abs_z = abs(z)
- 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)

> parameters <- edit(parameters)

-- 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_at_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.Received on Thu 17 Apr 2008 - 23:19:46 GMT

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