raul
ar(lh, method="ols")
Call:
ar(x = lh, method = "ols")
Coefficients:
1
0.586
Intercept: 0.006234 (0.06551)
这样估计的系数,在R中好像没给出其标准差是多少?怎么判断其显著性?
names(ar(lh, method="ols"))
[1] "order" "ar" "var.pred" "x.mean" "x.intercept"
[6] "aic" "n.used" "order.max" "partialacf" "resid"
[11] "method" "series" "frequency" "call" "asy.se.coef"