| To: | s-news@wubios.wustl.edu |
|---|---|
| Subject: | [S] regressions in time series analysis |
| From: | S-News <snews@cqs.washington.edu> |
| Date: | Mon, 30 Mar 1998 17:49:18 -0800 (PST) |
| Cc: | Marianne Turley <marianne@cqs.washington.edu> |
| Sender: | owner-s-news@wubios.wustl.edu |
Hello, I am modeling a time series using arima.mle(). The series has interventions as described by Box and Tiao (1975), so I am including regression (indicator) variables in the analysis. Is there any way of estimating standard errors on the regression coefficients? Marianne Turley QERM, University of Washington ----------------------------------------------------------------------- This message was distributed by s-news@wubios.wustl.edu. To unsubscribe send e-mail to s-news-request@wubios.wustl.edu with the BODY of the message: unsubscribe s-news |
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