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1. How to test the regression terms in an arima model (score: 1): Author: Olivier.Renaud@pse.unige.ch; Date: Tue, 03 Apr 2001 18:26:55 +0200; S users, S-PLUS 2000 Professional Edition Release 3 for Microsoft Windows : 2000 When I fit an arima model with regression terms, I would like to test the significance of these terms. However the fol; /archives/html/s-news/2001-04/msg00017.html (7,915 bytes)
2. Re: How to test the regression terms in an arima model (score: 1): Author: Prof Brian Ripley <ripley@stats.ox.ac.uk>; Date: Tue, 3 Apr 2001 17:45:01 +0100 (BST); Right. Do a likelihood ratio test (make sure n.cond is the same), as you have the conditional likelihood in the object. gls at least does full MLE, and so is preferable. It is often a lot slower, tho; /archives/html/s-news/2001-04/msg00021.html (9,795 bytes)

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