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[S] regressions in time series analysis

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
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